Value at Risk in Python

VaR quantifies the extent of possible financial losses within a portfolio over a specific time frame. This is based on ASX Portfolio's video tutorial on Historical Value at Risk (VaR) with Python (https://www.youtube.com/watch?v=90DeUSZ9fEk).

Libraries used:

• Pandas
• Numpy
• datetime
• pandas_datareader

Future improvements:

• Adjust weights of assets based on previous mean returns