VaR Calculation Lab

Lesson Overview

In "Quant Risk Framework" → "VaR Framework", this lesson "VaR Calculation Lab" builds knowledge you can apply immediately.

Compute 95% Historical and Parametric VaR on 1-year daily returns. Compare difference.

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸Compute 95% Historical and Parametric VaR on 1-year daily returns.
• ▸Compare difference.

Practical Application

After studying, complete the practice tasks below to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "VaR Framework"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of VaR Calculation Lab on your own.