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To change which stocks are considered, change them in the csv file in the resources folder.
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To change the period being considered, change the variables startDate and/or endDate in the VaRCalculator.py file under the portfolio_VaR function.
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For just the calculations without the plots, go to the VaRCalculator.py file and find the portfolio_VaR function. This function calls another function called single_stock_VaR. Change the vizData attribute to False to turn off plots and reduce run time.
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To see more information on runtime and function calls, find the main function call and change the 0 in p.strip_dirs().sort_stats('time', 'ncalls').print_stats(0).
CCreek96/VaRCalculator
Folders and files
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