Analyse the risk of a business using Risky Business
Functions :
- Sharpe Ratio
- Returns & Volatility
- Risk by Return Ratio
- Compounded Percentage
- Annual Drawdown
- Skewness & Kurtosis
- Value Added Risk (VaR - Historic, Gaussian, Cornish-Fisher)
- CVaR - Historic
- VaR Comparison Plot
Important : Please read the DOCUMENTATION file before implementing any of the functions.
Installation
Use the package manager pip to install riskybusiness
pip install riskybusiness
Usage
import riskybusiness as rb
rb.FunctionName(dataset = Your_Dataset)
Make sure the dataset is loaded using pandas with the necessary columns.
A sample program using all the functions is displayed in risky.ipynb
- Open using Jupyter NB or Google Colab
- This file contains the output samples of all the functions present in the library.
Contributing
Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
License
1 maintainer
Release files for riskybusiness 0.0.3
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| riskybusiness-0.0.3-py3-none-any.whl | Python 3 | none | any | Details |
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Release files / riskybusiness-0.0.3.tar.gz
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