Introduction We are going to model a VaR  back testing in Python, including customize confidence level, span of testing horizon, and statistic testing on VaR model and binomial test . even in most case , functional programming will supply this practice enough , but I'll do it in OO for a more clear demonstration. Model a VaR let's see full code first, and broke them into segments and analysis by parts . class VaR(): def __init__(self, return_list, conf = 0.95, n = 100): self.return_list Read more [...]