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Braumeister-Stefan/CQF_exam1 • 6:52 PM - Mar 22, 2026
Completed tasks 0-3 for Exam 1, which involved setting up the environment and performing initial data analysis. Additionally, I've implemented backtesting procedures for Value-at-Risk (VaR) models using both Exponentially Weighted Moving Average (EWMA) and Historical Simulation methods to validate performance across the dataset. The results, including various validation plots, are now available for review within the core notebook. 
