Advanced VaR Risk Management Dashboard 📈

ML-Enhanced Value at Risk (VaR) Dashboard for Institutional Portfolio Risk Monitoring and Backtesting.

Features

• Historical, Parametric, and Monte Carlo VaR
• Expected Shortfall (ES) calculation
• Market Regime Detection using GMM
• Backtesting using Kupiec’s POF Test
• Interactive Visualizations (Plotly)
• Stress Testing for Financial Crises

Tech Stack

• Python, Streamlit
• yFinance, NumPy, SciPy, scikit-learn
• Plotly, Seaborn, Matplotlib

Live App

Live Demo

Installation

pip install -r requirements.txt
streamlit run var_streamlit_dashboard.py