the-var

This project allows a user to build a portfolio and calculate its VaR.

It will be published at http://shadiakiki1986.github.io/the-var/

The data comes from markit on demand Apis v2

Features

Also check the TODO list

• unlimited portfolios
• unlimited assets
• asset VaR and portfolio VaR
• asset percentage of portfolio
• get portfolios from FFA backend if available
• VaR: 95%, 99%, 1-day, 1-week, 1-year
• set dates in settings and clear local data
• portfolio USD value
• refresh all prices button
• detailed prices/p&l plots or summary plot

Similar apps

Similar applications/documentation exist online, but they had some limits:

• http://www.varcalculator.com/ : single stock, not portfolio
• http://www.investspy.com/calculator : limited to 3 securities
• https://gist.github.com/deenar/f97d517d3188fc7b5302 : just source code
• http://financetrain.com/value-at-risk-of-a-portfolio/ : just documentation
• https://www.portfolioscience.com/value-at-risk-calculation : excel api

Logo

The logo is the VaR diagram posted on wikipedia

Linking to custom endpoints

Place a file called the-var-config.json in the app folder. Its structure should be as follows:

{
  "endPoints": {
    "portfolios": "url/to/accounts/endpoint",
    "prices": "url/to/prices/endpoint"
  },
  "accounts": [
    { "base": "Lebanon", "a": "FFAI00" }
  ]
}

To test, copy the file in app/test/the-var-config.json to app and run grunt serve. This will allow the Fetch FFA portfolios/prices buttons to be enabled and get the corresponding json data

Development

Under the hood

This project is generated with yo angular generator version 0.15.1.

To add services/controllers/routes:

npm install -g grunt-cli bower yo generator-karma generator-angular
yo angular:service Settings

Build

First, install grunt locally, as well as the npm dependencies and bower dependencies

# update npm
# http://blog.npmjs.org/post/85484771375/how-to-install-npm
sudo npm install npm -g
# http://stackoverflow.com/a/18114868/4126114
sudo npm install grunt karma -g # --save-dev
sudo npm install
bower install

Then run grunt for building and grunt serve for preview.

Testing

Running grunt test will run the unit tests with karma.

Publish to gh-pages

Commit and push, then grunt build, and finally run grunt gh-pages

Add dependencies

Add a new package

bower install angular-ui-chart --save

or

bower install angular-ui-chart#master --save

If it is not automatically loaded into the app, add it to the overrides section in bower.json, then run bower update

fixtures

to beautify html fixtures, run npm -g install js-beautify and js-beautify file.html --type html