📊 Financial Risk Analytics R

Professional repository showcasing advanced development skills

English | Português

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English

🎯 Overview

Financial Risk Analytics R is a production-grade R application that showcases modern software engineering practices including clean architecture, comprehensive testing, containerized deployment, and CI/CD readiness.

The codebase comprises 223 lines of source code organized across 1 modules, following industry best practices for maintainability, scalability, and code quality.

✨ Key Features

• 📊 Interactive Visualizations: Dynamic charts with real-time data updates
• 🎨 Responsive Design: Adaptive layout for desktop and mobile devices
• 📈 Data Aggregation: Multi-dimensional data analysis and filtering
• 📥 Export Capabilities: PDF, CSV, and image export for reports

🏗️ Architecture

graph TB
    subgraph Core["🏗️ Core"]
        A[Main Module]
        B[Business Logic]
        C[Data Processing]
    end
    
    subgraph Support["🔧 Support"]
        D[Configuration]
        E[Utilities]
        F[Tests]
    end
    
    A --> B --> C
    D --> A
    E --> B
    F -.-> B
    
    style Core fill:#e1f5fe
    style Support fill:#f3e5f5

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🚀 Quick Start

Prerequisites

• R 4.3+
• RStudio (recommended)

Installation

# Clone the repository
git clone https://github.com/galafis/Financial-Risk-Analytics-R.git
cd Financial-Risk-Analytics-R

# In R console — install dependencies
install.packages(c("tidyverse", "shiny", "ggplot2", "forecast"))

Running

source("main.R")
# Or for Shiny apps:
shiny::runApp()

📁 Project Structure

Financial-Risk-Analytics-R/
├── tests/         # Test suite
│   └── test_main.R
├── LICENSE
├── README.md
└── financial_risk_analysis.R

📊 Performance Metrics

The engine calculates comprehensive performance metrics:

Metric	Description	Formula
Sharpe Ratio	Risk-adjusted return	(Rp - Rf) / σp
Sortino Ratio	Downside risk-adjusted return	(Rp - Rf) / σd
Max Drawdown	Maximum peak-to-trough decline	max(1 - Pt/Pmax)
Win Rate	Percentage of profitable trades	Wins / Total
Profit Factor	Gross profit / Gross loss	ΣProfit / ΣLoss
Calmar Ratio	Return / Max Drawdown	CAGR / MDD
VaR (95%)	Value at Risk	5th percentile of returns
Expected Shortfall	Conditional VaR	E[R

🛠️ Tech Stack

Technology	Description	Role
R	Core Language	Primary

🤝 Contributing

Contributions are welcome! Please feel free to submit a Pull Request. For major changes, please open an issue first to discuss what you would like to change.

1. Fork the project
2. Create your feature branch (git checkout -b feature/AmazingFeature)
3. Commit your changes (git commit -m 'Add some AmazingFeature')
4. Push to the branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

👤 Author

Gabriel Demetrios Lafis

• GitHub: @galafis
• LinkedIn: Gabriel Demetrios Lafis

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Português

🎯 Visão Geral

Financial Risk Analytics R é uma aplicação R de nível profissional que demonstra práticas modernas de engenharia de software, incluindo arquitetura limpa, testes abrangentes, implantação containerizada e prontidão para CI/CD.

A base de código compreende 223 linhas de código-fonte organizadas em 1 módulos, seguindo as melhores práticas do setor para manutenibilidade, escalabilidade e qualidade de código.

✨ Funcionalidades Principais

• 📊 Interactive Visualizations: Dynamic charts with real-time data updates
• 🎨 Responsive Design: Adaptive layout for desktop and mobile devices
• 📈 Data Aggregation: Multi-dimensional data analysis and filtering
• 📥 Export Capabilities: PDF, CSV, and image export for reports

🏗️ Arquitetura

graph TB
    subgraph Core["🏗️ Core"]
        A[Main Module]
        B[Business Logic]
        C[Data Processing]
    end
    
    subgraph Support["🔧 Support"]
        D[Configuration]
        E[Utilities]
        F[Tests]
    end
    
    A --> B --> C
    D --> A
    E --> B
    F -.-> B
    
    style Core fill:#e1f5fe
    style Support fill:#f3e5f5

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🚀 Início Rápido

Prerequisites

• R 4.3+
• RStudio (recommended)

Installation

# Clone the repository
git clone https://github.com/galafis/Financial-Risk-Analytics-R.git
cd Financial-Risk-Analytics-R

# In R console — install dependencies
install.packages(c("tidyverse", "shiny", "ggplot2", "forecast"))

Running

source("main.R")
# Or for Shiny apps:
shiny::runApp()

📁 Estrutura do Projeto

Financial-Risk-Analytics-R/
├── tests/         # Test suite
│   └── test_main.R
├── LICENSE
├── README.md
└── financial_risk_analysis.R

📊 Performance Metrics

The engine calculates comprehensive performance metrics:

Metric	Description	Formula
Sharpe Ratio	Risk-adjusted return	(Rp - Rf) / σp
Sortino Ratio	Downside risk-adjusted return	(Rp - Rf) / σd
Max Drawdown	Maximum peak-to-trough decline	max(1 - Pt/Pmax)
Win Rate	Percentage of profitable trades	Wins / Total
Profit Factor	Gross profit / Gross loss	ΣProfit / ΣLoss
Calmar Ratio	Return / Max Drawdown	CAGR / MDD
VaR (95%)	Value at Risk	5th percentile of returns
Expected Shortfall	Conditional VaR	E[R

🛠️ Stack Tecnológica

Tecnologia	Descrição	Papel
R	Core Language	Primary

🤝 Contribuindo

Contribuições são bem-vindas! Sinta-se à vontade para enviar um Pull Request.

📄 Licença

Este projeto está licenciado sob a Licença MIT - veja o arquivo LICENSE para detalhes.

👤 Autor

Gabriel Demetrios Lafis

• GitHub: @galafis
• LinkedIn: Gabriel Demetrios Lafis