var
A modern computing library in python for providing vector autoregressions and other autoregressive economic models.
High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default
Portfolio Monte Carlo: aggregate simulation, Iman-Conover dependence, reinsurance layers, VaR/TVaR with bootstrap error.
CDFI portfolio stress testing engine — Monte Carlo simulation with correlated shocks to NOI, rates, property values, and borrower revenues
Open-source financial risk platform with 385+ JIT-accelerated functions for fast VaR and Monte Carlo simulations.
