config.yaml

# ------------------------------------------------------------------
# VaR Engine – Application Settings
# ------------------------------------------------------------------

# Environment: dev | test | prod
env: prod

# List of stock tickers available in the UI dropdown.
tickers:
  - AAPL
  - MSFT
  - GOOG
  - AMZN
  - NVDA
  - JPM
  - BCS

# Number of historical trading days used to estimate VaR/ES.
# Note: n trading days yields n-1 daily returns for VaR estimation.
lookback_days: 253

# Stress window used for Stressed VaR/ES.
# Defines the historical period for stress-testing the portfolio.
stressed_period_label: "Global Financial Crisis (2008)"
stressed_period_start_date: "2008-01-01"
stressed_period_end_date: "2008-12-31"