Multi-currency FX risk engine + browser dashboard:
- Live USD valuation of a multi-currency equity book (ECB rates, no API key)
- Value-at-Risk by 3 methods (parametric, historical, Monte Carlo)
- Expected Shortfall, component VaR, diversification ratio
- Monte Carlo via from-scratch Cholesky (pure Python, no numpy)
- Historical stress testing + minimum-variance hedge search
- Interactive in-browser portfolio builder (stateless, localStorage)
- 20 offline unit tests
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
sauc