通用
risk-metrics-calculation
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.
简介
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.
仓库统计
- Star 数
- 34,571
- Fork 数
- 3,746
- Open Issue 数
- 5
- 主要语言
- Python
- 默认分支
- main
- 同步状态
- 空闲
- 最近同步时间
- 2026年4月30日 13:03