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monte carlo.

personal project

monte carlo.

python-based risk engine that simulates 20,000+ correlated multi-asset price paths using Cholesky decomposition, computing VaR and CVaR metrics from real Binance historical data.

industryquantitative finance / risk analysisyear2025sprintstatistical modeling / risk visualizationaward
view on githubview article
portfolio dashboard
portfolio dashboard
regime comparison
regime comparison
rolling VaR
rolling VaR
simulation
simulation

stack

Python
NumPy
Pandas
Matplotlib
Binance API
yFinance