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Automatized-analysis-via-yfinance-API

Automatized-analysis-via-yfinance-API yfinance

  1. Value at Risk for portfolio of multiple assets
  2. Markov regime switch
  3. Various filters and its comparation
  4. Payoff function of hedged short

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Automatized-analysis-via-yfinance-API

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portfolio finance var equity financial-analysis brent value-at-risk equity-markets regime-switching shorting valueatrisk markov-regime-switch payoff-shorting

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