var-cvar

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TharunPonnaganti / block-bootstrap-risk-simulator

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

Updated Jul 26, 2026
Python

alessavargas / montecarlo

Star

Monte Carlo VaR/CVaR engine with 4 simulation methods (Cholesky & PCA, Normal & Empirical) for multi-asset portfolio market risk analysis.

python finance monte-carlo-simulation quantitative-finance market-risk risk-management var-cvar

Updated Jun 28, 2026
Python

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