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Implement the calculation for Conditional VaR of a portfolio.

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#9 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Aug 7, 2020

Implement Stress testing to include adverse scenarios.

enhancementNew feature or requestNew feature or request

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#7 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Aug 5, 2020

Use optimization using monte-carlo simulation with random values.

enhancementNew feature or requestNew feature or request

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#6 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Aug 2, 2020

Calculate VaR of the portfolio for better understanding.

enhancementNew feature or requestNew feature or request

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#5 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Aug 2, 2020

Calculating other essential statistics for a portfolio

enhancementNew feature or requestNew feature or request

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#4 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Aug 2, 2020

Use back-testing to test the optimality of a solution.

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#3 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Aug 1, 2020

Show output in a Jupyter Notebook

enhancementNew feature or requestNew feature or request

Status: Open.

#1 In ApurvShah007/portfolio-optimizer;

· ApurvShah007 opened on Jul 29, 2020