MONTE Carlo Simulation of Value at Risk (VaR) in Python *😎*

[@FinancialProgrammingwithRitvik]

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[@AkashChauhan-rw1qh]

Thanks, Ritvik because of your channel I am able to apply my FRM concepts in python, visualize and analyze those different risk models in python.

[@FinancialProgrammingwithRitvik]

Glad to hear that! :)

[@sayanbanerjee7214]

Please explain how to interpret the bell-curve in the context of VaR please.

[@Petrusse468]

Your vidéos are really great, thank you so much for sharing (and for being cool at thé same Time 😎)!!!!! 👍👍👍👍👍

[@FinancialProgrammingwithRitvik]

Thanks for watching!

[@aarondelarosa3146]

Excellent. Can you estimate a VaR for a stock portfolio? Historical, parametrical and MonteCarlo.

[@FinancialProgrammingwithRitvik]

Definitely. We can make models on it but yes for prediction we need to test it with multiple scenarios before putting real money into it.

[@aarondelarosa3146]

@@FinancialProgrammingwithRitvik Of course.

[@Batuchral_Bayarsaikhan]

Thank you for your great video. Could you please share your code in the video description section. It would be very helpful for me. Thank you

[@FinancialProgrammingwithRitvik]

There's a limitation on the number of characters we can use in the description. But nothing to worry, I have this code in my google drive... And actually not just this one. There are many more codes / study materials over there and you can get everything for free.

[@Batuchral_Bayarsaikhan]

@@FinancialProgrammingwithRitvik I appreciate it. I've sent you an access request. Hope you will accept it. Thank you so much.

[@FinancialProgrammingwithRitvik]

Have you got it by now?

[@Suvra2961984]

Hi Ritvik, I like the MC simulation one. Can you please make a video of computing VaR using Genetic Algorithm in Python. Thanks.

[@FinancialProgrammingwithRitvik]

I can try that! thanks for the suggestion. :)

[@aarondelarosa3146]

Could you estimate a VaR for a Stock Portfolio using Montecarlo simulation and Cholesky Decomposition? Let's consider an initial investment of $1,000,000.00 usd dollars and Confidence leves 90%, 95% and 99%

[@FinancialProgrammingwithRitvik]

Noted! Could you please provide more information? It will be a good referal point for me.

[@MANOJ-fz4ku]

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[@FinancialProgrammingwithRitvik]

Please refer your comment on this video ruclips.net/video/KYQisveoOMQ/видео.html

[@wilsongomes3360]

Good job

[@FinancialProgrammingwithRitvik]

Thanks :)

[@TanjimAhammad]

your video is really helpful but please never ever beatbox again.

[@FinancialProgrammingwithRitvik]

Thanks for your feedback. I respect your opinion.

[@priyanshnamdeo9504]

Maro ..mujhe maro

[@FinancialProgrammingwithRitvik]

hahaha