confident<-0.99
position<-1000000
x<-read.csv("http://canisius.edu/~yany/data/ibm.csv",header=T)
n<-nrow(x)
ret<-x$Adj.Close[2:n]/x$Adj.Close[1:(n-1)]-1
ret_sorted<-ret[order(ret)]
n2<-(1-confident)*n
VaR1<- ret_sorted[n2]*position
VaR2<-position*(mean(ret)-qnorm(1-confident)*sd(ret))