Files
foxhunt/services
jgrusewski 06329a3e96 fix(trading_service): replace placeholder VaR with proper historical simulation
Implement real quantile-based VaR at 95% and 99% confidence, proper
Expected Shortfall (CVaR) as tail mean, sqrt-of-time 10-day scaling,
and safe .get() access instead of array indexing.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 18:27:09 +01:00
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