-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathREADME.md~
22 lines (15 loc) · 983 Bytes
/
README.md~
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
Stage 1 - Calculate Volatility
We use the following links :- https://en.wikipedia.org/wiki/Volatility_(finance) and http://www.macroption.com/historical-volatility-calculation/
Three types of volatility - Historical (Ashwath) , Annual (Saurabh) , Quarterly and Monthly (Rajat).
Deadline - Christmas holidays 23rd Dec
Stage 2 - Value At Risk
We use the following links :- http://www.investopedia.com/articles/04/092904.asp
Two types - Historical and Variance Covariance
Deadline - New Years!
For VAR, https://www.glynholton.com/notes/var_measure/ explains the entire process part by part. We can implement this, but it will take time.
Resources :
1. Calculation of historical volatility :
http://www.macroption.com/historical-volatility-calculation/
2. Calculation of relative volatility after calculating historical
http://www.macroption.com/historical-volatility-calculation/
http://www.fool.com/knowledge-center/how-to-calculate-the-beta-coefficient-for-a-single.aspx