Chore/auto formatting workflow #109
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The Value at Risk (VaR) is a way to evaluate the risk of a portfolio. It measures the potential loss that a portfolio can have over a certain period with a specified confidence level. With respect to the beta parameter, variance, etc., VaR uses a probability distribution, and it assumes that returns are normally distributed. Using the variance-covariance method, we want to compute the portfolio's value at risk (VaR) over the selected period (the 'freq' variable). The Monte Carlo approach is left for further development. --------- Co-authored-by: Frank Milthaler <[email protected]>
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@PietropaoloFrisoni
Good news for you and any other contributor to FinQuant: There is no need to use black, isort etc locally. You just commit your changes, and code formatting is taken care of for you automatically. You can see the last commit in this PR is an automated commit that applies code formatting with black on some of the files we have neglected and or not applied black on lately. This has been thoroughly tested. |
That's very nice. Thank you, Frank! I can't wait to test it : ) |
This PR adds a new GitHub workflow. Purpose of that is, for every commit to either of the branches master or develop as well as any commit pushed to a branch that is in a PR with a base branch of either master or develop the new workflow should run and automatically apply code formatting with black, import sorting with isort as well as update the README.tex.md (porting changes over from README.md).