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FRM_SRISK/README.md

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<div style="margin: 0; padding: 0; text-align: center; border: none;">
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<a href="https://quantlet.com" target="_blank" style="text-decoration: none; border: none;">
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<img src="https://github.com/StefanGam/test-repo/blob/main/quantlet_design.png?raw=true" alt="Header Image" width="100%" style="margin: 0; padding: 0; display: block; border: none;" />
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</a>
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</div>
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```
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Name of Quantlet: FRM_SRISK
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Published in: FRM: A Financial Risk Meter based on penalizing tail events occurrence
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Description: compare the FRM and SRISK by using correlation analysis and causality analysis, plot the FRM and SRISK series
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Keywords: plot, compare, causality, correlation, financial, risk, penalty, tail
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See also: FRM_VIX, FRM_GT
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Author: Lining Yu
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Submitted: THU, December 15 2016 by Lining Yu
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Datafile: FRM_VIX_SRISK_GT.csv
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```
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<div align="center">
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<img src="https://raw.githubusercontent.com/QuantLet/FRM/master/FRM_SRISK/FRM_and_SRISK.png" alt="Image" />
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</div>
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