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saucandClaude Opus 4.8 8466331095 Add scenario/hedge and positions/volatility screenshots to README 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-16 22:34:26 -04:00
saucandClaude Opus 4.8 dabacdf168 Add dashboard screenshots to README 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-16 22:24:35 -04:00
saucandClaude Opus 4.8 a3817dc462 Initial commit: FX Risk Terminal 
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>
 2026-06-16 22:12:00 -04:00