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Python · Streamlit · Live Apps

100+ Live Python Streamlit Projects

Every app deployed on GitHub by Prof. V. Ravichandran — built to demonstrate, teach, and practise financial risk, derivatives, portfolio analytics, econometrics, and quantitative finance.

100+
Live Apps
9
Categories
58+
GitHub Repos
Free
All Public

Market & Credit Risk

VaR · CVaR · Stress Testing · Credit Scoring · RAROC
📉
VaR & CVaR Dashboard — Parametric, Historical, Monte Carlo
Market Risk FRM Part I
Compare three VaR methodologies side-by-side with live Nifty 50 data. Includes backtesting results, CVaR computation, and violation count analysis at 95% and 99% confidence.
🔴
VaR Backtesting — Kupiec & Traffic Light Test
Backtesting
Upload your daily P&L, set VaR confidence and window. App runs Kupiec POF test, plots violations timeline, and classifies model into Basel green/yellow/red zones.
📊
Expected Shortfall (ES / CVaR) Analyser
Market Risk
Compute Expected Shortfall via historical simulation and filtered historical simulation. Plots tail distribution with confidence cone and scenario breakdown table.
🏦
Credit Risk Scorecard — PD, LGD, EAD & EL
Credit RiskFRM Part II
Interactive credit scorecard with logistic regression PD estimation. Inputs borrower attributes, outputs probability of default, expected loss = PD × LGD × EAD, and risk classification.
Market Stress Test Simulator
Stress Testing
Define custom stress scenarios (equity crash, rate spike, currency shock) and apply them to a multi-asset portfolio. Shows P&L impact, VaR breach, and portfolio sensitivity.
🎯
RAROC & Risk-Adjusted Performance Calculator
Performance
Compute RAROC, Sharpe Ratio, Treynor Ratio, and Jensen's Alpha across multiple portfolios. Side-by-side comparison table with colour-coded ranking.
🔬
Merton Structural Credit Model
Credit Risk
Treat equity as a call option on firm assets. Input firm value, volatility, debt face value, and maturity to compute distance-to-default and implied PD using BSM framework.
EWMA vs GARCH Volatility Estimator
Volatility
Compare equally-weighted, EWMA (RiskMetrics), and GARCH(1,1) volatility on live equity data. Plots volatility cone and shows mean reversion speed and persistence parameter.
🔗
Copula & Tail Dependence Explorer
Advanced Risk
Visualise Gaussian and Student-t copulas for two assets. Shows tail dependence coefficient, joint density, and how linear correlation underestimates joint extreme losses.
📈

Portfolio Analytics & Optimisation

Markowitz · Efficient Frontier · Factor Models · CAPM
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Mastering Returns — Portfolio Management & HPR
PortfolioLive App
HPR, annualised returns, multi-asset portfolio performance and return attribution. For MBA, CFA and FRM candidates.
Markowitz Efficient Frontier Builder — Nifty 50
OptimisationCFA Level I
Pick any stocks from Nifty 50. App fetches live prices, runs Monte Carlo portfolio simulation, and plots the efficient frontier with the minimum variance and maximum Sharpe portfolios labelled.
📐
CAPM Beta Estimator & Security Market Line
CAPM
Input any NSE ticker and date range. App runs OLS regression of stock returns vs Nifty 50, outputs beta, alpha (Jensen's), R², and plots the SML with the stock position marked.
🔭
Black-Litterman Portfolio Allocation Model
Advanced
Enter your active views on selected assets, set confidence levels, and watch posterior weights update from Markowitz priors. Compares BL weights vs equal-weight vs Markowitz.
🗺
Nifty 50 Analytics & Sector Heatmap
Equity
Live Nifty 50 dashboard with sector allocation, rolling returns heatmap, correlation matrix, max drawdown tracker, and 52-week high/low scanner for all 50 constituents.
📉
Portfolio Drawdown & Recovery Analyser
Performance
Upload portfolio NAV or select NSE tickers. Plots maximum drawdown, underwater chart, average recovery time, and Calmar ratio. Compares benchmark and portfolio side-by-side.
🏖
Retirement Planning & Wealth Projector
Planning
Enter current age, savings, SIP amount, expected return, and inflation. App projects corpus at retirement with Monte Carlo confidence bands and SWR (4% rule) sustainability check.
🧊
Asset Correlation & Diversification Dashboard
Diversification
Select a multi-asset portfolio (equities, bonds, gold, commodities). Plots rolling 90-day correlation matrix, diversification ratio, and benefit-of-diversification on portfolio VaR.

Derivatives Pricing & Analytics

Black-Scholes · Binomial · Greeks · Options Strategies
📐
Black-Scholes-Merton Options Pricer & Greeks
OptionsCFA/FRM
Real-time BSM call/put pricing with interactive sliders. Plots all five Greeks (delta, gamma, theta, vega, rho) as surface plots vs strike and maturity. Includes dividend-adjusted model.
🌲
Binomial Option Pricing Tree Visualiser
Options
Build and visualise multi-step CRR binomial trees for American and European options. Each node shows stock price and option value. Demonstrates early exercise premium for American puts.
📋
Options Strategy P&L Simulator
Strategies
Build any options strategy (straddle, strangle, bull spread, butterfly, condor) by adding legs. Plots combined payoff diagram, breakeven points, and max profit/loss. Syncs with NSE F&O chain.
Implied Volatility Smile & Surface Plotter
Volatility
Extract implied volatility from live NSE Nifty options chain across strikes and maturities. Plots IV smile, skew, and 3D surface. Shows ATM vs OTM IV difference and term structure.
🔁
Interest Rate Swap Valuation Engine
Swaps
Input fixed/floating leg parameters, notional, and payment frequency. App bootstraps zero curve, values fixed and floating legs, and shows DV01 sensitivity and MTM for each coupon date.
🎲
Monte Carlo Options Pricing — GBM Simulation
Simulation
Simulate 10,000 GBM paths for equity price. Prices European and Asian options via simulation and compares to BSM analytical price. Plots path fan, terminal distribution, and convergence.
📋

Fixed Income & ALM

Bond Pricing · Duration · Yield Curves · IRRBB · Gap Analysis
🏛
Bond Pricing & Duration-Convexity Analyser
Fixed IncomeCFA L1
Compute clean/dirty price, YTM, Macaulay and Modified Duration, Convexity, and Dollar Duration. Plots price-yield curve with tangent line showing linear (duration) vs actual (convexity) approximation.
📈
Yield Curve Bootstrap & Forward Rate Calculator
Yield Curve
Input par yields and bootstrap zero curve iteratively. Derives spot rates, discount factors, and forward rates. Plots all three curves with RBI G-Sec live data integration option.
🏦
Gap Analysis & ALM Dashboard — Indian Banks
ALM
Build repricing gap schedule, cumulative gap, and NII impact under parallel rate shocks. Inputs actual bank balance sheet data from public RBI regulatory filings. IRRBB-compliant output.
💰
CASA Ratio Analytics — Indian Banks Tracker
Banking
Track CASA ratios across 20+ Indian banks with trend charts, peer comparison, and NIM vs CASA correlation analysis. Highlights low-cost liability advantage for HDFC, Kotak, Axis, SBI.
🛡
Bond Immunisation & Duration Matching Tool
Portfolio
Input liability cash flows and target immunisation horizon. App selects optimal bond mix to match duration and convexity. Shows rebalancing schedule and interest rate scenario tests.

Time Series & Econometrics

ARIMA · GARCH · ACF/PACF · Stationarity · Forecasting
🔮
ARIMA / SARIMA Forecasting Workbench
ARIMAMBA Analytics
Upload any time series (or use live Indian macro data). App tests stationarity (ADF), plots ACF/PACF, fits ARIMA(p,d,q) via AIC/BIC, and shows rolling forecast with 95% confidence bands.
📊
GARCH(1,1) Volatility Modelling Engine
GARCH
Fit GARCH(1,1) via maximum likelihood on equity return series. Displays omega, alpha, beta parameters, conditional volatility forecast, news impact curve, and autocorrelation test on residuals.
🌐
India GDP & Inflation Forecasting Dashboard
Macro
ARIMA and Holt-Winters forecasts for India's quarterly GDP growth and monthly CPI. Fetches RBI DBIE data, plots fan charts with confidence intervals, and compares model vs RBI projection.
🔎
Stationarity & Unit Root Test Suite
Econometrics
Run ADF, KPSS, and PP tests on any uploaded or live series. Shows test statistic vs critical values at 1%/5%/10%, differencing effects, and ACF before/after transformation side by side.
📉
Nifty 50 Returns Distribution & VaR Analyser
Equity
Statistical analysis of Nifty 50 daily returns: normality tests (JB, K-S), fat-tail estimation, rolling volatility, historical VaR, and calendar anomaly (day-of-week effect) detection.
🏢

Corporate Finance & Valuation

DCF · WACC · LBO · Scenario Analysis · Football Field
🏗
DCF Valuation Model — NSE Listed Companies
ValuationCFA/MBA
Full DCF model with FCFF projection, WACC estimation (CAPM + Hamada), Gordon Growth terminal value, and football field chart. Live data from Yahoo Finance / NSE for any Indian company.
WACC Calculator — CAPM & Hamada Equation
Cost of Capital
Step-by-step WACC builder: unlever peer beta via Hamada, re-lever for target structure, compute CAPM cost of equity, after-tax cost of debt. Sensitivity table — WACC vs D/E ratio.
🔑
LBO Model — Leveraged Buyout Returns Simulator
LBO
Model a leveraged buyout: entry EV/EBITDA, debt tranches, interest schedule, EBITDA growth, exit multiple. Computes equity IRR, MOIC, and debt paydown waterfall across 5-year hold period.
🏘
Real Estate Valuation — DCF & Cap Rate Model
Real Estate
Value commercial and residential property via cap rate, discounted NOI, and replacement cost approaches. Rent escalation scenarios, vacancy assumptions, and sensitivity to cap rate and growth.
🎭
Scenario & Sensitivity Analysis Dashboard
Modelling
Two-variable sensitivity table and three-scenario (Bull/Base/Bear) model with WACC and terminal growth as axes. Outputs equity value heatmap and football field chart across all scenarios.
🌏

Macro & Indian Banking Analytics

RBI Data · CASA · NIM · Financial Ratios · Sector Analysis
🏦
Indian Bank Financial Ratios Comparison Tool
Banking
Compare 15+ Indian banks on NIM, CASA, GNPA, ROA, ROE, CET1 ratio, and credit growth. Radar chart and heatmap rankings. Peer group: PSU vs Private vs Small Finance Banks.
🎛
RBI Monetary Policy & Rate Cycle Tracker
Macro
Visualise RBI repo rate history alongside CPI and WPI inflation, GDP growth, and INR/USD. Marks MPC meeting dates, rate change events, and annotates global macro shocks on the timeline.
Geopolitical Shock Market Impact Analyser
Event Study
Event-study framework to measure equity, bond, oil, and currency market reactions to geopolitical events. Shows cumulative abnormal returns (CAR), sector-level impact, and tail risk amplification.
📂
NBFC Credit & Asset Quality Dashboard
NBFC
Track loan book growth, GNPA trends, capital adequacy, and profitability ratios for top Indian NBFCs. Includes IL&FS/DHFL stress case overlay and credit cost sensitivity analysis.
🤖

Machine Learning for Finance

Logistic Regression · Random Forest · Clustering · NLP
🧠
Credit Default Prediction — ML Classification
MLCredit Risk
Compare logistic regression, random forest, and gradient boosting for credit default prediction. ROC curves, confusion matrix, feature importance, and Gini coefficient output. Uses RBI CIBIL-style features.
🔵
K-Means Market Regime & Stock Clustering
Clustering
Apply K-means clustering to Nifty 500 stocks on return and volatility features to identify natural market regimes. PCA biplot, elbow method for k-selection, and regime transition frequency matrix.
🔬
PCA Factor Decomposition for Equity Portfolios
Factor Model
Run PCA on a multi-stock return matrix to extract latent risk factors. Shows explained variance by component, factor loadings heatmap, and projects portfolio on first two principal components.
🏛

Basel III / IV & Regulatory Capital

CRAR · LCR · NSFR · FRTB · ICAAP · Pillar 2
🏛
Basel III Capital Adequacy (CRAR) Calculator
Basel III
Compute CET1, Tier 1, and Total CRAR ratios from balance sheet inputs. Calculates RWA for credit, market, and operational risk under standardised approach. Flags breaches against Basel/RBI minimums.
💧
LCR & NSFR Liquidity Ratio Calculator
Liquidity
Upload bank balance sheet items and their Basel run-off/inflow factors. Computes LCR = HQLA / Net Outflows and NSFR = Available / Required Stable Funding. Stress scenario comparison table.
📊
FRTB Standardised Approach Risk Weight Calculator
FRTB
Map trading book positions to FRTB Standardised Approach risk buckets (equity, FX, rates, credit spread, commodity). Computes delta, vega, and curvature capital charges per BCBS rules.
📋
ICAAP Stress Testing & Capital Planning Tool
Pillar 2
Model stress scenarios (credit deterioration, rate shock, liquidity crunch) on a bank's capital position. Projects CET1 ratio through a 3-year stress horizon with management action levers.

🔍

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All Projects — Open Source

All 100+ apps are free and publicly deployed on GitHub

Each project is built as a teaching demonstration for The Mountain Path Academy's courses in financial risk, derivatives, and quantitative finance.

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