Discussion Board for collaboration on QlikView Scripting.
Good Morning I need to calculate the Value At Risk on a period of 2 years. These are the fields of my equities:
LOAD year(Date) as Year,
month(Date) as Month,
'AUDI' as Azione
and i already calculated the CC returns.
What is the formula to calculate the Value at risk?
Wikipedia says the formula is
But perhaps this discussion is more helpful: http://community.qlik.com/message/534725#534725