Monte Carlo VaR/CVaR engine with 4 simulation methods (Cholesky & PCA, Normal & Empirical) for multi-asset portfolio market risk analysis.
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Updated
Jun 28, 2026 - Python
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var-cvar
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Non-parametric portfolio risk simulator using circular block bootstrap (Politis-Romano). Simulates outcome distributions, VaR/CVaR, drawdown, DCA/SIP -- with walk-forward calibration and 52 + 58 QA invariant checks.
python bootstrap data-science risk-analysis numpy calibration monte-carlo-simulation portfolio-optimization quantitative-finance streamlit streamlit-dashboard block-bootstrap portfolio-risk var-cvar walk-forward-calibration dca-sip
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Updated
Jul 26, 2026 - Python
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