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hedgefundie value at risk modelling

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Hedgefundie's Excellent Adventure VaR Modelling

References:

https://github.com/jhihan/Value_at_Risk_Python/blob/master/VaR.ipynb

https://teddykoker.com/2019/04/backtesting-portfolios-of-leveraged-etfs-in-python-with-backtrader/

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hedgefundie value at risk modelling

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