VaR spreadsheet

[evelyn.peng]

Hi Nicole,

I'm going over David's video for Allen Chapter 3 Putting VaR to work. I couldn't find a thread that talks about this in particular so I'm hoping you can help me out.
On Slide 45 of 52 David has this Excel spreadsheet that I wish to follow along with formulas.
I can't find it as part of the Learning Spreadsheet. Can you help me track down a copy?
Thanks,
Evelyn

 

[David Harper CFA FRM]

Hi @evelyn.peng this is found in the learning XLS workbook associated with the assigned reading, see https://learn.bionicturtle.com/topic/learning-spreadsheet-allen-chapters-2-3/
... but just in case, here is the specific worksheet https://www.dropbox.com/s/3drpgusjc34rm4f/0625-allen-porfolio-var.xlsx?dl=0 I hope that helps!