Risk Desk
Delta-normal, delta-gamma, historical simulation & Monte Carlo VaR — individual and portfolio, with import/export and API sync.
Parameters
Batch import — positions
Columns: name, value, volatility, delta (optional), gamma (optional). A "Correlation" sheet/tab is read automatically.
Export
Delta-normal / delta-gamma figures export as live Excel formulas. Historical and Monte Carlo figures export as computed values, since they depend on uploaded data or a simulation run.
API sync
Runs directly from your browser. The target API must allow CORS from this page.
Positions
| Name | Value ($) | Vol (%/day) | Delta ($) | Gamma ($) | VaR ($) |
|---|