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Collections are a way for you to organize kata so that you can create your own training routines. Every collection you create is public and automatically sharable with other warriors. After you have added a few kata to a collection you and others can train on the kata contained within the collection.
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Hi Reswin,
thanks for the hint.
i did add the provided and the expected results for teh large randomized tests.
Hi Reswin,
VAR is not additive ( not over the different assets, nor for the different risk-classes).
You cannot calculate the VAR for one Equity(-position) and then add another.
You have to calculate the potential, relative shifts (based on the history) for your whole position, and then (sort and) calculate the VAR for the whole position.
(i marked the first comment as a spoiler. That's why it is "hidden")
This comment is hidden because it contains spoiler information about the solution