Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
计算投资组合风险指标，包括在险价值（VaR）、条件在险价值（CVaR）、夏普比率、索提诺比率和回撤分析。用于衡量投资组合风险、实施风险限额或构建风险监控系统时使用。
Category: stocks-finance (金融) · Author: sickn33 · Version: @main · License: MIT
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Category:stocks-finance