nightraven4545/SENTINEL

Feature Merton distance-to-default + EWMA on the Next.js showcase site about 4 hours ago

documentation good first issue

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Add GARCH(1,1) conditional volatility alongside EWMA about 4 hours ago

enhancement help wanted quant

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Add PCA on the return correlation matrix (systemic-risk factors) about 4 hours ago

enhancement help wanted quant

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Add Monte Carlo VaR as an additional tail-risk method about 4 hours ago

enhancement help wanted quant

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Widen the interest-expense XBRL tags so interest_coverage isn't mostly NaN about 4 hours ago

good first issue

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Bug: portfolio_returns() biases the PORTFOLIO row toward zero for short-history names about 4 hours ago

bug help wanted

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Add a CONTRIBUTING.md with local dev setup about 4 hours ago

documentation good first issue

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

CI: run the pytest suite on every push and PR (GitHub Actions) about 4 hours ago

enhancement help wanted

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Add an open-source LICENSE (MIT recommended) about 4 hours ago

documentation good first issue

nightraven4545/SENTINEL

0

Agentic quant risk engine: VaR & stress testing, ML anomaly detection (PyTorch autoencoder + IsolationForest), correlation network analysis, and an LLM agent that writes the analyst risk memo. Python | FastAPI | Streamlit | DuckDB

Jupyter Notebook

#ai-agents#anomaly-detection#duckdb#fastapi#fintech#llm-agent#machine-learning#networkx#portfolio-management#python#pytorch#quantitative-finance#risk-management#streamlit#stress-testing#value-at-risk

Open Issues Need Help