stress_test
Stress test portfolios using preset crisis scenarios (e.g., GFC crash, pandemic) and historical worst-case windows to assess resilience.
Instructions
Stress the portfolio two ways: a preset crisis-shock library (GFC-style
equity crash, 2020 pandemic, +200bp rates, flight to quality, USD squeeze)
and the portfolio's own worst horizon-day historical windows.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| top | No | ||
| horizon | No | ||
| weights | No | ||
| asset_returns | No |