here's historical var of a portfolio of stocks looking back over last 250days
import Quandl
portfolio=[100,200,500]
wdf=Quandl.get([u'GOOG/NASDAQ_GOOG.4',u'GOOG/NASDAQ_AMZN.4',u'GOOG/NASDAQ_MSFT.4'])
pval =wdf[-250:].diff().dropna() * portfolio
pval.T.sum().describe()
count...