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VaR Analysis (SPX)

  • Quantified tail risk within the market by performing VaR analyses on SPX 

  • Pulled 15 years of time-series data and used data manipulation and statistical analysis techniques

  • Utilized both the historical as well as the variance/covariance methods for the purpose of this analysis

Automated Refresher

  • Automated process of refreshing FactSet FDS codes on all workbooks in a file path 

  • Utilizes conditional looping, inbuilt functions, and FactSet add-in functionality in Excel

  • Coded so that implementation only requires copy and pasting a file path into module

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