jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-11-02 23:41:27 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
cd08218c35aed534ad59309ff2ca99d08e94de6a
OpenBB/website/content/sdk/reference/qa/calculate_adjusted_var.md
DidierRLopes 4ad995fdd0 Docs/terminalpro and improvement (#5622) 
* add first iteration of content for Terminal Pro

* Update index.md

* Update dashboards.md

* Update folders.md

* Update grouping.md

* Update report.md

* Update templates.md

* Update quick-start.md

* Update index.md

* Update index.md

* Update home.md

* Update news.md

* Update index.md

* Update index.md

* Update index.md

* Update data-provider.md

* Update chat-with-widget.md

* Update data-manipulation.md

* Update forecasting.md

* fix: images self closing tags

* fix: only pro visitors can see pro

* inter font

* improve SEO content and restructuring

* add new package for toggle on tutorials

* move folder around

* improve main page of each prod

* small updates and improvements

* fix logo above

* small improvement in headtitle for portfolio funcs

* fix typos from OpenAI's GPT-4

* fix _category_ json

* remove generic SEO words

* add script that generates SEO for documentation

* add missing file

* remove sdk warning message

* fix links for andrew

---------

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

1.4 KiB
Vendored
Raw Blame History

title, description, keywords
title description keywords
calculate_adjusted_var This docusaurus page explains the calculation of adjusted VaR, which takes into account skew and kurtosis. It includes the explanation of the source code, parameters used, and what the function returns.
Docusaurus page
adjusted VaR calculation
Cornish-Fischer-Expansion
quantitative analysis
Python code
source code explanation
kurtosis
skew
standard deviation
mean
normal distribution

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

Calculates VaR, which is adjusted for skew and kurtosis (Cornish-Fischer-Expansion)

Source Code: [link]

openbb.qa.calculate_adjusted_var(kurtosis: float, skew: float, ndp: float, std: float, mean: float)

Parameters

Name Type Description Default Optional
kurtosis float kurtosis of data None False
skew float skew of data None False
ndp float normal distribution percentage number (99% -> -2.326) None False
std float standard deviation of data None False
mean float mean of data None False

Returns

Type Description
float Real adjusted VaR