VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.
Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
Predicting Market Volatility
Automatized-analysis-via-yfinance-API
Calculating Value at Risk (VaR) using historical, parametric and Monte Carlo Simulations
ARIMA and GARCH modelling
Reconstructing Situational Awareness LP's Q1 2026 13F and its risk profile from the filing
Python financial risk management framework.
Parametric Value at VaR, a method that estimates potential portfolio loss using statistical measures, assuming market returns follow a normal distribution.
Calculation of Value at risk and Expected shortfall(CVaR)
As my summer internship project, I developed a Plotly application that presents and compares the risk and margin models used by leading global clearinghouses. The goal was to benchmark methodologies across CCPs and evaluate how they could be adapted for South America.
Portfolio VaR and CVaR Analysis using Python - A quantitative finance project demonstrating Value at Risk (VaR), Conditional VaR (CVaR), and backtesting using 3 years of daily stock data. Includes data collection via yfinance, breach detection, Kupiec backtest, and visualization of tail risk events.
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