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return

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Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

  • Updated Feb 17, 2021
  • Python

This repository contains the code, processed data, and empirical results of research "Danantara Effects on IDXESGL Stock Investment Strategies Using Single Index Model dan VaR-Adjusted Sharpe Ratio"

  • Updated Jun 21, 2026
  • Python

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