How to Calculate Value at Risk (VaR) to Measure Asset and Portfolio Risk

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  • Опубликовано: 29 авг 2024

Комментарии • 18

  • @Darwinexchange
    @Darwinexchange  2 года назад +1

    Hi everyone!
    Important Clarification: For a detailed explanation of how the Darwinex Risk Engine calculates and uses VaR, kindly watch the following 3 videos:
    1) Calculating the Risk (D-Leverage) of a Position:
    ruclips.net/video/QJMBXabXMLw/видео.html
    2) How Value-at-Risk (VaR) is calculated at Darwinex - Part 1:
    ruclips.net/video/rgxXjdEnJq8/видео.html
    3) How Value-at-Risk (VaR) is calculated at Darwinex - Part 2:
    ruclips.net/video/_IsLJbn2B1o/видео.html
    Many thanks!
    All the best,
    The Darwinex Team

  • @RenePatrique
    @RenePatrique 2 года назад +11

    I can only repeat what I said before already: You're further levelling the playing field for retail traders with this series - you're a gem to the retail traders community, Martyn! - :) - Looking forward to learning more from you! - Thanx!

  • @Fzp450
    @Fzp450 2 года назад +5

    A prestigious academic course in risk management given for free. Thanks so much for making this possible.

  • @RightBackInRehab
    @RightBackInRehab 2 года назад +3

    Martyn, I honestly cannot believe how well you explain concepts that I would have thought well above my understanding.
    As a software engineer building an algorithmic trading set of tools and processes with newbie trading experience I cannot state how valuable your content has been for me in that endeavour. Although I still have a way to go in the development, your material has been fundamental in carving out a direction for its implementation.
    Thank you again. Looking forward to the light bulb moments :)

    • @TradeLikeAMachine
      @TradeLikeAMachine 2 года назад

      Really glad it is helping you along your journey :)

  • @teddywaweru2270
    @teddywaweru2270 2 года назад +2

    Really hope this series will be its own playlist on the YT account for future reference. Great stuff coming.!💪

    • @TradeLikeAMachine
      @TradeLikeAMachine 2 года назад

      Yes - the full playlist is here: ruclips.net/video/8a4B3ZIDFTM/видео.html

  • @jollyrogererVF84
    @jollyrogererVF84 2 года назад +2

    Great series, very useful. Thanks for posting 👍

  • @kylemaharaj9563
    @kylemaharaj9563 2 года назад +2

    I love this!

  • @samthota
    @samthota 2 года назад +1

    Simply Fantastic !!

  • @alirezap88
    @alirezap88 Год назад +1

    Super ,
    Many thanks Martyn

  • @maharasi2301
    @maharasi2301 2 года назад

    Came back for the second time... Trying to modify your multi symbol EA and trying to adopt this money management there! Any suggestions? ... Not a pro in coding, but understanding logics and stuffs.... Thanks for the deeper content...

  • @kylemaharaj9563
    @kylemaharaj9563 2 года назад +2

    Do you use R programming for any of your statistical analysis?

    • @TradeLikeAMachine
      @TradeLikeAMachine 2 года назад

      Hi Kyle. I tend not to. But it is on my list to investigate more in the future...

  • @AnkitaDatta-dx3uy
    @AnkitaDatta-dx3uy 9 месяцев назад

    Sarah manages a hedge fund with a portfolio valued at $2,000,000. The portfolio's daily
    returns have a standard deviation of $3,000 and an average daily return of $1,200.
    Calculate the five-day VAR at a 99% confidence level for Sarah's portfolio. Can anyone please explain this? 🥲