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Historical VaR

Nicole Seaman

Chief Admin Officer
Staff member
Kindly advise how many observations need to calculate daily VaR?
Hello @Hassan2016

Historical VaR has been discussed many times in the forum. It is always best to use the search function to look for answers so you do not have to wait for other members to answer your questions. The search function is here: https://www.bionicturtle.com/forum/search/?type=post.

This is the direct link to the page with all of the threads associated with historical VaR when searched: https://www.bionicturtle.com/forum/search/99348/?q=historical+var&t=post&o=relevance. There are also some helpful YouTube videos that David has posted within that list that may help you.