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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
var This documentation page describes the portfolio variance function in OpenBB finance. It provides information on parameters, return values and usage examples of the function.
OpenBB finance
Portfolio variance
Python finance library
Python code examples
Financial data analysis
Financial risk assessment

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Get portfolio VaR

Source Code: [link]

openbb.portfolio.var(portfolio_engine: portfolio_engine.PortfolioEngine, use_mean: bool = False, adjusted_var: bool = False, student_t: bool = False, percentile: float = 99.9)

Parameters

Name Type Description Default Optional
portfolio_engine PortfolioEngine PortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.		 None False
use_mean bool if one should use the data mean return False True
adjusted_var bool if one should have VaR adjusted for skew and kurtosis (Cornish-Fisher-Expansion) False True
student_t bool If one should use the student-t distribution False True
percentile float var percentile (%) 99.9 True

Returns

Type Description
pd.DataFrame DataFrame with portfolio VaR

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.var(p)