CAViaR
Unverified Other strategy on Multi by yatshunlee. BotFinder score 18 out of 100.
Measure market risk by CAViaR model
Source: github
BotFinder analysis pending.
CAViaR
Evaluate CAViaR by Quantile Regression This is a group project of SDSC6013 Topics in Financial Engineering and Technology at City University of Hong Kong (CityU). We built a value-at-risk model directly modeling the quantile return directly by referring the paper CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles by Engle and Manganelli (2004). Disclaimer As I found the original optimization approach is computational costly, I have modified a bit the box constraints as well as the starting approach (the initial guess/start of the estimated parameters). For details, you may want to take a look on the documentation (you may also easily change the setting back accordingly in the source code) or the presentation.pdf about the experiments and results. Although the differences are insignificant, please use the package caviar with caution. Known Issues You are welcome to report bug in https://github.com/yatshunlee/CAViaR-Project/issues. :) Quick Summary We constructed two libraries: caviar and vartests to model the value at risk and backtest the VaR estimate. For prese
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
Reviews & comments
No reviews collected from the source yet.
⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)