mirror of
https://github.com/Saauc/fx-risk-terminal.git
synced 2026-07-27 18:47:52 +00:00
sauc
a3817dc462
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>
11 lines
93 B
Plaintext
11 lines
93 B
Plaintext
positions.json
|
|
.claude/
|
|
__pycache__/
|
|
*.py[cod]
|
|
.env
|
|
venv/
|
|
.venv/
|
|
*.egg-info/
|
|
dist/
|
|
.DS_Store
|