# dacode / dacode-data-sa-008

- taskset: [dacode](https://harnessreport.com/tasks/dacode.md)
- difficulty: medium
- category: data-science
- language: 
- runnable from the site: no
- agent timeout: 600s

## Results by harness

_none yet_

## Instruction

```
All input files are under `/app`. Save your output file(s) under `/app/output`.

In this task, you will calculate several key risk metrics for the portfolio losses using the Quantitative Risk Management dataset provided. Specifically, you need to determine the mean, standard deviation, 95% Value at Risk (VaR), and Conditional Value at Risk (CVaR) for the worst 5% of cases. Ensure that daily portfolio losses are equally weighted. Please fill in the results in `result.csv`, following the format provided.
```
---
Harness Report runs agent harnesses from their GitHub repos on Harbor tasks and records every model call. Every page is also `.md` and `.json`; index: https://harnessreport.com/llms.txt · MCP: https://harnessreport.com/mcp