💡[FEATURE]: Implement Real-Time Risk Management Module:

I would like to implement a real-time risk management module that integrates with existing derivative hedging strategies. This module should:

Calculate key risk metrics such as Value at Risk (VaR), Conditional Value at Risk (CVaR), and other relevant measures in real-time. Utilize live market data feeds to continuously update risk metrics and assess the impact of market changes on hedging positions. Provide mechanisms to dynamically adjust hedging strategies based on real-time risk assessments and predefined risk thresholds. Include user interfaces or dashboards to visualize risk metrics and strategy performance for monitoring and decision-making purposes.

Developing a batch-based risk assessment process that updates risk metrics periodically rather than in real-time. Using third-party risk management tools and integrating them into the repository, though this may limit customization and integration flexibility. Simplifying risk management by focusing on static hedging strategies, but this would not provide the agility and responsiveness offered by real-time risk assessment.

Additional context Implementing real-time risk management will enhance the repository's capability to handle dynamic market conditions effectively. It aligns with industry best practices in quantitative finance and ensures that derivative hedging strategies remain robust and adaptive in volatile market environments.

This feature request aims to improve overall risk-adjusted returns and user experience within the "Hedging-of-Financial-Derivatives" project, promoting its utility and relevance in the field of financial derivatives trading.

Akshat111111 / Hedging-of-Financial-Derivatives

💡[FEATURE]: Implement Real-Time Risk Management Module: #392