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OpenBB/website/content/common/quantitative_analysis/var/_index.md
northern-64bit 2e7b48fe85 Adding VaR and Adjusted VaR (#1269)
* Adding avar command to qa context

* Adding documentation and VaR command

* Linting

* More linting

* Somehow discordbot tests didn't like my linting

* Fixing tests

* Fixing requested suggestions.

Fixing jmasleks comments, but I sadly couldn't sort the table by the VaR (if the manually entered percentage is 75 it's currently still displayed below the 99% VaR)

* linting

* Linting fix

* Adding every qa command to hugo

Also lint fixing

* Fixing previous error

Co-authored-by: jmaslek <jmaslek11@gmail.com>
2022-02-01 12:43:30 +01:00

521 B
Vendored

usage: var [-m] [-a] [-p PERCENTILE] [-h]

Provides value at risk (short: VaR) of the selected stock.

optional arguments:
  -m, --mean            If one should use the mean of the stocks return
  -a, --adjusted        If the VaR should be adjusted for skew and kurtosis (Cornish-Fisher-Expansion)
  -p PERCENTILE, --percent PERCENTILE 
                        Percentile used for VaR calculations, for example input 99.9 equals a 99.9% VaR
  -h, --help            show this help message (default: False)