Open-source Barra-style US equity factor risk model — daily estimation, weekly builds, public validation. Free artifacts, MCP server for AI agents.
alphaparkinc/genpark-value-at-risk-cvar-expected-shortfall-skillPortfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
Alpha-Park/genpark-black-scholes-merton-greeks-engine-skillBlack-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Alpha-Park/genpark-value-at-risk-cvar-expected-shortfall-skillPortfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
LuxAlgo/prop-firm-simKnow your odds before you pay the fee: open-source Monte Carlo simulation of prop-firm challenges over each firm's exact ruleset. Pass probability, expected attempts and cost, EV, optimal risk sizing.