Value At Risk (VaR) Explained | How to apply to day-trading and swing trading
6.9 هزار بار بازدید -
3 سال پیش
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Value at Risk (VaR) is
Value at Risk (VaR) is one of the most common and widely used measures of risk adopted by major financial institutions. This episode shows how traders can start to take advantage of VaR in their own trading processes. It covers three techniques to calculate VaR: Historical, Monte Carlo, and Parametric Methods.
Using these calculation methods, Value at Risk and Incremental VaR are widely used by investment banks, hedge funds, mutual funds, and a multitude of other financial services organizations, to measure and help manage risk within a portfolio.
It's also one of the main underpinning concepts of the FRM certifications, that many investment banks look for from prospective candidates.
Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=...
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#ValueAtRisk, #VaR, #HistoricalVaR, #MonteCarlo, #ParametricVaR, #VarianceCovariance, #IncrementalVaR, #MarginalVaR, #IncrementalValueAtRisk, #MonteCarloVaR, #Darwinex
This is Episode 4 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: Institutional-Grade Risk Management T...
Video Contents:
00:00 Using Value at Risk (VaR)
00:24 Why Darwinex?
01:12 Investment Bank and Hedge Fund Risk Management
01:46 Introduction to Value at Risk (VaR)
05:10 Three Techniques to Calculate VaR
07:35 Putting VaR into the context of short-term trading
10:15 Incremental Value at Risk
12:17 Summary and Next Episode
Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.
Risk disclosure: https://www.darwinex.com/legal/risk-d...
Using these calculation methods, Value at Risk and Incremental VaR are widely used by investment banks, hedge funds, mutual funds, and a multitude of other financial services organizations, to measure and help manage risk within a portfolio.
It's also one of the main underpinning concepts of the FRM certifications, that many investment banks look for from prospective candidates.
Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=...
Follow Darwinex on LinkedIn:
LinkedIn: tradeslide-ventures
#ValueAtRisk, #VaR, #HistoricalVaR, #MonteCarlo, #ParametricVaR, #VarianceCovariance, #IncrementalVaR, #MarginalVaR, #IncrementalValueAtRisk, #MonteCarloVaR, #Darwinex
This is Episode 4 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: Institutional-Grade Risk Management T...
Video Contents:
00:00 Using Value at Risk (VaR)
00:24 Why Darwinex?
01:12 Investment Bank and Hedge Fund Risk Management
01:46 Introduction to Value at Risk (VaR)
05:10 Three Techniques to Calculate VaR
07:35 Putting VaR into the context of short-term trading
10:15 Incremental Value at Risk
12:17 Summary and Next Episode
Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.
Risk disclosure: https://www.darwinex.com/legal/risk-d...
3 سال پیش
در تاریخ 1400/11/11 منتشر شده
است.
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