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1.7 KiB
Vendored
1.7 KiB
Vendored
usage: es [-m] [-d {laplace,student_t,logistic,normal}] [-p PERCENTILE] [-h]
Provides Expected Shortfall (short: ES) of the selected stock.
optional arguments:
-m, --mean If one should use the mean of the stocks return (default: False)
-d {laplace,student_t,logistic,normal}, --dist {laplace,student_t,logistic,normal}, --distributions {laplace,student_t,logistic,normal}
Distribution used for the calculations (default: normal)
-p PERCENTILE, --percentile PERCENTILE
Percentile used for ES calculations, for example input 99.9 equals a 99.9 Percent Expected
Shortfall (default: 99.9)
-h, --help show this help message (default: False)
Example:
2022 Feb 25, 06:50 (🦋) /stocks/qa/ $ es
TSLA Expected Shortfall
┏━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━┓
┃ ┃ ES: ┃ Historical ES: ┃
┡━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━┩
│ 90.0% │ -0.0752 │ -0.0705 │
├───────┼─────────┼────────────────┤
│ 95.0% │ -0.0885 │ -0.0932 │
├───────┼─────────┼────────────────┤
│ 99.0% │ -0.1144 │ -0.1561 │
├───────┼─────────┼────────────────┤
│ 99.9% │ -0.1444 │ -0.2106 │
└───────┴─────────┴────────────────┘