An interactive equity risk analyzer that uses historical market prices and Fama-French factors to model beta exposures, correlation anomalies, macro event impacts, and volatility smiles. It features a Python FastAPI backend for statistical regression and SABR calibration, and a React frontend to visualize risk metrics.
Backend: Python FastAPI handling the data pipeline. It conducts price fetching (yfinance), regression modeling, and SABR analytics.
Frontend: React + Tailwind CSS. A web interface to explore risk metrics, factor betas, and volatility smiles.
Architecture: Modular design separating backend logic from frontend presentation.
Resilience: Implements error handling for background processes.
Mathematics: Implements standard OLS regressions for factor modeling and non-linear least squares for SABR calibration.
./start_web.sh- Options Data: Uses yfinance. Some stocks might not have data available.
pytest # Runs comprehensive test suiteMIT - Built for learning. Not financial advice.