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>
12 lines
927 B
JSON
12 lines
927 B
JSON
[
|
|
{"ticker": "ASML", "shares": 40, "avg_cost": 620.00, "currency": "EUR", "exchange": "Amsterdam"},
|
|
{"ticker": "LPKF", "shares": 300, "avg_cost": 9.50, "currency": "EUR", "exchange": "Frankfurt"},
|
|
{"ticker": "SIVE", "shares": 200, "avg_cost": 58.00, "currency": "SEK", "exchange": "Stockholm"},
|
|
{"ticker": "LOGN", "shares": 250, "avg_cost": 78.00, "currency": "CHF", "exchange": "Zurich"},
|
|
{"ticker": "RR", "shares": 2000, "avg_cost": 4.20, "currency": "GBP", "exchange": "London"},
|
|
{"ticker": "6758", "shares": 300, "avg_cost": 13000.0, "currency": "JPY", "exchange": "Tokyo"},
|
|
{"ticker": "000660","shares": 200, "avg_cost": 180000.0,"currency": "KRW", "exchange": "Seoul"},
|
|
{"ticker": "VALE3", "shares": 1500, "avg_cost": 62.00, "currency": "BRL", "exchange": "Sao Paulo"},
|
|
{"ticker": "AMXL", "shares": 3000, "avg_cost": 16.00, "currency": "MXN", "exchange": "Mexico City"}
|
|
]
|