Get predictive risk stats for portfolios using python

How do i get predictive risk stats for my portfolios vs custom benchmark, using python

Best Answer

  • Hello @dbishnoi,

    I think that in order to help with python approach, we would need to know the specifics, what fields and parameters you are retrieving, or are interested in retriving

    We use Eikon provided tools, Data Item Browser and Formula Builder to identify the fields and parameters that allow us to access the info required. Then that info is used by python in det_data functions.

    For an example of the process of deriving this information, you may wish to review Company Tearsheet Estimate Tutorial

    An alternative approach for finding out the relevant risk fields and parameters is contacting Eikon support directly, and deriving the required info with their guidance.