Interactive Demo

Reproduce the 30% ES-error reduction end-to-end. Replace the placeholder below with an embedded Streamlit / notebook app when hosted.

Documentation GitHub

Run it locally

python -m venv .venv
source .venv/bin/activate
pip install -e .[dev]
python examples/run_demo.py

Expected output:

Target confidence level: 99%
True ES (benchmark):  0.158991
Model ES:             0.216317  (VaR: 0.119178)
Historical ES:        0.241389  (VaR: 0.094927)
Relative error reduction vs historical: 30.43%

Embed a live app

Placeholder — replace this block with an <iframe> to your Streamlit or Hugging Face Spaces app:

<iframe
  src="https://your-streamlit-app.streamlitapp.com"
  width="100%" height="640"
  style="border: none; border-radius: var(--radius);">
</iframe>