dataset
Market-Risk-Analysis
robinsdlk1
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Overview
Name
Market-Risk-Analysis
Source
robinsdlk1
Episodes
0
Robot count
0
Format
other
Description
Project surrounding market risk. Multiple calculations of VaRs for different products (Historical and Kernel), Extreme Value Theory, Almgren & Chriss liquidation planning, correlation analysis using Wavelets and volatility annualization using Fractionnal Brownian motion. Based on different datasets
Robots used
null
Links
HuggingFace dataset
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