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    Implement Risk Metrics: Value At Risk (#7757)

    frostbyte_neo 发布于 2024-02-26 14:02:20 +00:00 | 1025 次提交 在此版本后已推送到 master

    • Implement VaR in PortfolioStatistics

    • Added ValueAtRisk indicator

    • Refactored ValueAtRiskTests

    • Added returns column to test data

    • Change indicator helper method name

    • Addressed comments

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