ECVaR 1.0 was available to download from the developer's website when we last checked. We cannot confirm if there is a free download of this software available.
We cannot guarantee that the program is safe to download as it will be downloaded from the developer's website. Before launching the program, check it with any free antivirus software. The software lies within Business Tools, more precisely Finances.
This free program was originally created by Rho-Works Software. The program is sometimes referred to as "ECVaR - Academic". The most frequent installer filename for the software is: ECVaR.exe. ECVaR can be installed on 32-bit versions of Windows XP/Vista/7/8/10/11. The most popular version among the software users is 1.0.
From the developer:
This program implements Conditional Value-at-Risk, BetaVaR, Component VaR, traditional VaR and backtesting measures for portfolios composed of stocks, currencies and indexes (including multicurrency investments). An integrated optimizer can solve for the minimum CVaR portfolio based on market data, while a module capable of doing Stochastic Simulation allows to graph all feasible portfolios on the CVaR-Return space.
You may want to check out more software, such as VectorVest ProTrader, Bracket Trader or Personal Financial Statement, which might be related to ECVaR.