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Commit History
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docs: add heading and improve README spacing
3f84133 -
docs: add sample Excel VaR reports for traceability
8044fd2
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fix: update lookback_days to 253 for accurate VaR estimation
7112152
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fix: add environment-aware logging with prod/dev/test levels and fix CSS not applying in Gradio 6
e60df7c
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feat: enhance Gradio UI with portfolio footer and update launch configuration
dc80ba0
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docs: add HF Spaces deployment, LFS setup, and update README with screenshot and install instructions
3a18f94 -
feat: initial implementation of VaR engine
Portfolio Value-at-Risk computation engine with Historical and Parametric (variance-covariance) methods, stressed VaR/ES, live market data via yfinance, and audit-ready Excel export with embedded formulas. Includes: - Gradio web UI with live-updating inputs - Historical & Parametric VaR/ES calculations - Stressed metrics over configurable stress windows - Excel reports with formula-driven cells (no hardcoded values) - Jupyter notebooks for exploration - Project scaffolding (pyproject.toml, uv lockfile)7bb0af0