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mattsdata


Total Posts: 1
Joined: Jun 2021
 
Posted: 2021-06-24 20:05
Hello Everyone!

I'm new to the forum, but I am looking to participate actively with you all. I thought I'd share a post I wrote about expected shortfall and how it can be implemented in code.

If you are interested in reading it, the link is:

https://www.matthewmercuri.com/blog/post/explaining-fundamental-financial-risk-measures---expected-shortfall-es

I welcome any and all feedback. So please share your thoughts here or on site's contact form.

Matthew
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