What is the Risk Dashboard multi-solver?

Risk Dashboard is a guided workflow that chains 2 individual PolySim solvers into one end-to-end analysis, piping each result into the next step.

Yes. Every step runs entirely in your browser using real numerics — no install, no account, no cloud cost. Custom or private solver packs are available as a paid service.

Finance & Quant Pack · Multi-Solver

Risk Dashboard

VaR & stress. This multi-solver chains 2 solvers into a single guided workflow — run each step in order and carry the result forward.

Workflow steps

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Value At Risk

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Value at Risk (VaR)Live

parametric VaR & expected shortfall

Controls

Presets

Portfolio value ($)

Annual volatility

Annual return

Horizon (days)

Value at Risk estimates the loss a portfolio will not exceed over a horizon at a confidence level. Parametric VaR assumes normally distributed returns and scales volatility by √time. Expected shortfall (CVaR) is the average loss in the tail beyond VaR. Educational tool, not investment advice.

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Data Inspector

VaR (95%)$20,446

Expected shortfall$25,708

Horizon vol1.26%

Governing equation

VaR_{95%} = z σ - μ = 1.64 \times 0.0126 - 0.0003 = 0.0204

Reading this result: At 95% confidence the loss should not exceed 2.0% of the portfolio over 1 day; the average loss in the worse tail beyond that (expected shortfall) is steeper still.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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Monte Carlo

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Monte Carlo Price SimulationLive

geometric Brownian motion

Controls

Presets

Initial price S₀

Expected return μ

Volatility σ

Horizon (years)

Geometric Brownian motion models a price with constant drift and random volatility — the assumption behind Black-Scholes. Running hundreds of simulated paths reveals the full distribution of outcomes, not just an average. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

Median outcome$0

5th percentile$0

95th percentile$0

Governing equation

S_{t + Δ t} = S_{t} e^{(0.07 - \frac{0. 2 ^{2}}{2}) Δ t + 0.2 Δ t Z}, \tilde{S}_{1} \approx $0

Reading this result: Median outcome is about $0, just under the drift-only $107 — GBM compounds in log-space, so volatility always pulls the typical path below the average.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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We build custom solvers and workflows for labs, firms, agencies, and courses — your parameters, your branding, your data.

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Frequently asked questions

What is the Risk Dashboard multi-solver?: Risk Dashboard is a guided workflow that chains 2 individual PolySim solvers into one end-to-end analysis, piping each result into the next step.
Is it free to use?: Yes. Every step runs entirely in your browser using real numerics — no install, no account, no cloud cost. Custom or private solver packs are available as a paid service.