rolling-beta

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LiXiang618 / Strategy-Report-Generator

Use json file as input to generate beautiful strategy report.

ggplot2 r analysis performance-visualization r-ggplot2 leverage financial-charting-library strategy-analysis leverage-chart net-holding-chart cumulative-return draw-down crisis-event rolling-beta rolling-sharpe-ratio quantititive

Updated Jul 19, 2017
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YanjunXu99 / market-risk-analytics-and-stress-test

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Python framework for multi-asset portfolio market risk analysis including rolling beta, VaR/CVaR, Monte Carlo simulation, stress testing, and risk decomposition.

python stress-testing monte-carlo-simulation var market-risk value-at-risk portfolio-analysis rolling-beta risk-analytics cvar quant-finance portfolio-risk financial-risk risk-attribution risk-decomposition

Updated Mar 7, 2026
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