OpenSquared d64d1029bf feat: page VaR Analyse avec approche delta Black-Scholes ...

- Service var_service.py : calcul VaR Historique / Paramétrique / Monte Carlo
  stressé (vol ×1.5) + CVaR par méthode, deltas BS par position, fallback
  synthétique si yfinance indisponible
- Router /api/var/compute : paramètres confidence, horizon, lookback, IV défaut
- Page VaRAnalysis.tsx : cartes métriques %, montants EUR, histogramme retours,
  VaR glissante 30j, tableau positions + deltas, backtest Kupiec pass/fail
- Route /var + nav sidebar « VaR Analyse »

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-19 23:15:39 +02:00

backend

feat: page VaR Analyse avec approche delta Black-Scholes

2026-06-19 23:15:39 +02:00

deploy

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

frontend

feat: page VaR Analyse avec approche delta Black-Scholes

2026-06-19 23:15:39 +02:00

_start_backend.bat

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

_start_frontend.bat

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

.gitignore

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

GeoOptions Intelligence — Documentation Système.htm

feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)

2026-06-17 16:29:33 +02:00

GeoOptions_Documentation_Complete.html

feat: simulation portfolio surveillance + patterns grid/filter UI

2026-06-19 15:49:46 +02:00

GeoOptions_Intelligence_Documentation.html

feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)

2026-06-17 16:29:33 +02:00

GeoOptions_Roadmap_Dev.html

feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)

2026-06-17 16:29:33 +02:00

GUIDE.md

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

SIGNALS_FUTURES.md

feat: 50-signal macro engine — vol surface, sectors, EM, carry, long bonds

2026-06-19 08:34:48 +02:00

start_all.bat

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

start_backend.bat

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

start_frontend.bat

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

start.ps1

Initial commit — GeoOptions Intelligence Cockpit v2.0

2026-06-16 20:29:59 +02:00

Description

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30 MiB

Languages

Python 46.7%

TypeScript 44.9%

HTML 8%

Shell 0.1%