riskybusiness 0.0.3

A Python Library containing various functions to analyse the risk of a business.

Analyse the risk of a business using Risky Business

Functions :

1. Sharpe Ratio
2. Returns & Volatility
3. Risk by Return Ratio
4. Compounded Percentage
5. Annual Drawdown
6. Skewness & Kurtosis
7. Value Added Risk (VaR - Historic, Gaussian, Cornish-Fisher)
8. CVaR - Historic
9. 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.

github link

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

License

MIT