risk_var
Calculate Value at Risk for trading strategies using multiple methods to assess potential losses at specified confidence levels and time horizons.
Instructions
Calculate Value at Risk using multiple methods
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| backtest_result | Yes | ||
| confidence_levels | No | ||
| time_horizons | No | ||
| method | No | all | |
| monte_carlo_sims | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||