Portfolio & Single Stock VAR and CVAR in R

If you’ve already seen our basic VaR tutorial for excel, this tutorial will blow you away. We can do everything in under 10 lines of code and in less than 5 minutes – and we can do so much more, too. Now we can calculate VaR for portfolios of stocks, use different types of VaR (historical, gaussian, Cornish-Fisher).

Welcome to R – you’re only going to use it more from here on out if you haven’t been already. In fact, our Quant Bootcamp will whip you into shape real quick if you need help. Are you ready? Let’s tango.

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