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Published 20 hours ago • verified publisher icon SharmaVidhiHaresh
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Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed...

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verified publisher icon SharmaVidhiHaresh

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Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed...

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