Skip to content

Commit d0eb989

Browse files
committed
Add comprehensive example notebook demonstrating RiskModel class
The notebook covers: - Setup and data loading - Portfolio, benchmark, and active weight visualization - Factor exposures and covariance/correlation matrices - Portfolio-level risk measures (factor, specific, total) - Stock-level risk attribution (MCTR, CTR, PCTR) - Factor-level risk decomposition - Summary dashboard - Appendix with raw risk matrices and factor returns
1 parent f305def commit d0eb989

File tree

1 file changed

+681
-0
lines changed

1 file changed

+681
-0
lines changed

0 commit comments

Comments
 (0)