VAR and Expected Shortfall calculators
TK
Temo Khmelidze21 ноября 24 г. | Опубликовано в Общая
What are the time horizons of VAR and Expected Shortfall calculators on this site?
Also, I think data used in performance analysis is not accurate, if you export results from Performance chart, for example for SPY daily returns is not correct, especially for 23 and 24 years as I noticed, this will give inaccurate results, for VAR, CVar, etc.
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