速報APP / 財經 / VaR - Value at Risk

VaR - Value at Risk

價格:免費

更新日期:2015-02-15

檔案大小:1.6M

目前版本:1.2

版本需求:Android 2.3 以上版本

官方網站:mailto:baliset2010@gmail.com

VaR - Value at Risk(圖1)-速報App

Compute risks based on simulation, depends on,...

* hitorical data

* how many days to hold

Then compute risk of 1%, 5% of chances.

Supports,

* Stocks

* ETFs

VaR - Value at Risk(圖2)-速報App

* Bonds

* Indexes

* Currencies

Others.

* One year and half of historical data will be used for simulation.

* Montecarlo method is used for simulation.

* Adding more than two, can not be done, now. Sorry.

VaR - Value at Risk(圖3)-速報App

* The history of result will be saved, to share to other applications.

* 4-numeric-digit symbol is treat as Japaense Stock code.

VaR - Value at Risk(圖4)-速報App