risk-metrics

An explainable modeling system that analyzes cryptocurrency prices as equilibrium outcomes shaped by market forces. This simulator computes force decompositions, equilibrium bands, tension scores, and scenario-based what-if simulations to reveal how demand, supply, volatility, liquidity, and speculation negotiate price.

DexScreener for Windows desktops. Stable trading toolkit aimed at everyday professional sessions.

Coinigy desktop build for trading tasks. Tuned for Windows 10 and 11 workstations.

Kiploks Trading Robustness Engine is an open-source TypeScript engine for deterministic backtest and walk-forward analysis (WFA) of algorithmic trading strategies, published as @kiploks/engine-* packages under Apache 2.0.

Curso ministrado por mim na Financial Risk Academy (FRA) sobre Introdução ao Risco de Mercado com Python

Annualised risk/return metrics for multi-asset portfolios: Sharpe, Sortino, max drawdown and rolling variants, measured against any benchmark. Live Yahoo Finance data with an offline parquet fallback, exposed three ways: a CLI, a Streamlit dashboard and a FastAPI JSON API. Dockerised, typed and tested.

Local-first portfolio backtest lab — cost-aware simulation, cited-formula metrics, parameter sweep + walk-forward + stress verdicts against overfitting, BYOK AI interpretation

NSE stock analysis dashboard — risk metrics, technicals, valuation multiples, Fama-French factor model. Production-grade: Docker, Makefile, pre-commit hooks, 179 unit tests at 56% coverage.

투자 전략을 끼워 넣으면 신뢰성을 자동 검증하는 백테스트 인프라. 시장 국면 분류, PASS/WARN 리포트, lookahead bias 방지 설계.

Research backtesting toolkit with FRED market data, transaction costs, walk-forward evaluation, order-book matching, risk metrics, and no-lookahead tests.

Supporting Material for the Open Risk Academy course on measuring credit name concentrations

Bayesian-inspired Impact Forecast Algorithm (IFA) for quantifying material impact risk