yatshunlee/CAViaR — 16 Stars | GitRepoTrend

CAViaR

Jupyter Notebook

Measure market risk by CAViaR model

Last updated Jan 27, 2026

16

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Topics

#backtesting #caviar #dqtest #dynamic-quantile-test #market-risk #quantile-regression #quantitative-finance #quantitative-trading #risk-management #value-at-risk #var-backtesting #var-forecasting #volatility-modeling

Language breakdown

Jupyter Notebook 98.4%

Python 1.6%

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