How to Calculate Value at Risk (VaR) to Measure Asset and Portfolio Risk

[@Darwinexchange]

Hi everyone! Important Clarification: For a detailed explanation of how the Darwinex Risk Engine calculates and uses VaR, kindly watch the following 3 videos: 1) Calculating the Risk (D-Leverage) of a Position: kzbin.info/www/bejne/h3uwc4uXl72Agtk 2) How Value-at-Risk (VaR) is calculated at Darwinex - Part 1: kzbin.info/www/bejne/qJjbiZ2aetN9p5o 3) How Value-at-Risk (VaR) is calculated at Darwinex - Part 2: kzbin.info/www/bejne/lXrWfX2Yo5d1Z9E Many thanks! All the best, The Darwinex Team

[@Fzp450]

A prestigious academic course in risk management given for free. Thanks so much for making this possible.

[@TradeLikeAMachine]

My pleasure

[@teddywaweru2270]

Really hope this series will be its own playlist on the YT account for future reference. Great stuff coming.!💪

[@TradeLikeAMachine]

Yes - the full playlist is here: kzbin.info/www/bejne/bpKXc2aQfql5iq8

[@jollyrogererVF84]

Great series, very useful. Thanks for posting 👍

[@RightBackInRehab]

Martyn, I honestly cannot believe how well you explain concepts that I would have thought well above my understanding. As a software engineer building an algorithmic trading set of tools and processes with newbie trading experience I cannot state how valuable your content has been for me in that endeavour. Although I still have a way to go in the development, your material has been fundamental in carving out a direction for its implementation. Thank you again. Looking forward to the light bulb moments :)

[@TradeLikeAMachine]

Really glad it is helping you along your journey :)

[@maharasi2301]

Came back for the second time... Trying to modify your multi symbol EA and trying to adopt this money management there! Any suggestions? ... Not a pro in coding, but understanding logics and stuffs.... Thanks for the deeper content...

[@samthota]

Simply Fantastic !!

[@alirezap88]

Super , Many thanks Martyn

[@kylemaharaj9563]

I love this!

[@TradeLikeAMachine]

I love the feedback! Thank you

[@kylemaharaj9563]

Do you use R programming for any of your statistical analysis?

[@TradeLikeAMachine]

Hi Kyle. I tend not to. But it is on my list to investigate more in the future...

[@AnkitaDatta-dx3uy]

Sarah manages a hedge fund with a portfolio valued at $2,000,000. The portfolio's daily returns have a standard deviation of $3,000 and an average daily return of $1,200. Calculate the five-day VAR at a 99% confidence level for Sarah's portfolio. Can anyone please explain this? 🥲