Value at Risk

Inspiration

• Curtis Tackie personally has Long-term investments in stocks and cryptocurrencies. Collectively, our mathematical problem-solving skills have transferred over, in application to finance.

What it does

• Compute VaR(Value at Risk) to estimate the riskiness of a portfolio of securities

How we built it

• parametric method
• historical method

Challenges we ran into

• computing VaR with Monte-Carlo
• setup API
• building a simple web to get user input

Accomplishments that we're proud of

• We can get VaR for the selected portfolio (user input)

What we learned

• tkinter
• GitHub
• RestAPI
• Monte-Carlo
• API

What's next for Value at Risk

• use API to get and post information from server

Built With

• django
• github
• python
• restapi
• tkinter
• trello