GitHub repository: weixunxie/A-Comparative-Analysis-of-the-S-P-500-and-CSI-300-Using-Various-Risk-Metrics
Created: 2024-12-07T03:52:28Z
Description: This project analyzes the S&P 500 and CSI 300 indices using Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) methodologies to assess risk at 95% and 99% confidence levels. By employing multiple models and a traffic light system to classify risk, it provides insights into portfolio management strategies.