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This module aims to function as a tool to examine portfolio risk and return.

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README.md		README.md
portfolio_risk_kit.py		portfolio_risk_kit.py

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RiskKit_PortfolioOptimization - UNDER DEVELOPMENT

This module aims to function as a tool to examine portfolio risk and return. As of today, the following functions are available:

Drawdown
Fama-French DataSet
Return calculation
Semideviation
Skewness
Kurtosis
Normality – Jarque-Bera
VaR Historic
CVar Historic
VaR Gaussian

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This module aims to function as a tool to examine portfolio risk and return.

portfolio finance risk risk-models portfolio-management

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Python 100.0%