Quant Risk Dashboard

Professional risk management system for quantitative trading.

Features

1. Risk Metrics

• VaR (Value at Risk): Historical, Parametric, Monte Carlo
• CVaR (Conditional VaR): Expected shortfall
• Max Drawdown: Current and historical
• Volatility: Realized and implied
• Beta: Market sensitivity
• Sharpe/Sortino/Calar: Risk-adjusted returns

2. Position Management

• Real-time Positions: Current holdings with P&L
• Position Limits: Per-stock and total limits
• Concentration Risk: Single position max%
• Sector Exposure: Industry allocation