EWMA Portfolio Risk Decomposition — Debug and Fix
EWMA Portfolio Risk Decomposition — Debug and Fix: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). A colleague wrote a Python script ( /app/data/template.py ) to compute EWMA covariance, parametric VaR, and Euler risk decomposition for a 5-asset ETF portfolio…
Part of armin-aptura/skilltrainbench-public.