Herramienta para análisis de escenarios de estrés financiero
Project description
fin-stresstest
Una biblioteca Python para realizar pruebas de estrés financiero y análisis de escenarios de riesgo.
Características
- Generación de escenarios de estrés basados en datos históricos
- Modelado de extremos mediante Teoría de Valores Extremos (EVT)
- Captura de dependencias no lineales con modelos de cópulas
- Simulación histórica y paramétrica
- Cálculo de métricas de riesgo (VaR, Expected Shortfall)
- Visualización avanzada de resultados
- Herramientas para análisis de sensibilidad
- Utilidades para manipulación de datos financieros
- Carga automática de datos desde Yahoo Finance
Instalación
pip install fin-stresstest
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