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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