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Module value_at_risk
nautilus_
analysis
0.63.0
Module value_
at_
risk
Module Items
Structs
In nautilus_
analysis::
statistics
nautilus_analysis
::
statistics
Module
value_
at_
risk
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Value at Risk statistic.
Structs
ยง
Value
AtRisk
Calculates the historical Value at Risk (
VaR
) of portfolio returns.