Calculates how much portfolio VaR increases when adding a new position. This measures the absolute change in VaR from including the new asset, helping traders and portfolio managers assess the risk impact of new trades before execution.
API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register
Historical returns of the existing portfolio
[0.01, -0.015, 0.008]Historical returns of the position to be added
[0.02, -0.025, 0.012]Weight of new position as fraction of total portfolio value
0 <= x <= 10.1
0.99
1000000