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VaR, CVaR and VaR backtesting

See github repository: https://github.com/felipeOL10/VaR-CVaR-and-VaR-backtesting/tree/main

This project analyses the Value at Risk, Condicional Value at Risk and VaR backtesting using the historical, parametric and monte carlo methods for a portfolio consisting of 'TSLA','GOOGL', 'AMZN','PLTR', 'SHOP', 'SNOW', 'NVDA' during 2020-10-01 to 2022-01-01, using data from 'yfinance'.