1 Commits

Author SHA1 Message Date
Will Tindall 9cfd8b7403 Implement Risk Metrics: Value At Risk (#7757)
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* Implement VaR in PortfolioStatistics

* Added ValueAtRisk indicator

* Refactored ValueAtRiskTests

* Added returns column to test data

* Change indicator helper method name

* Addressed comments
2024-02-26 11:02:20 -03:00