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>
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>