Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull & White(1998).

Risk analysis of a stock portfolio using Python metrics like Sharpe Ratio, VaR, etc.

A historical strategy simulation game framework based on key turning points in Japanese history. Includes playable scenarios from the Sengoku era and plans for Bakumatsu.