● aleavici-finance engine
Fixed Leverage — Position Risk
For daily-rebalanced leverage/short certificates (x3 to x15+): no greeks, just a daily multiplication of the underlying's return. For a position held a few hours, the real question isn't “how much will this decay” but “what's the probability the underlying moves far enough to wipe out part of the position while I'm holding it”.
Enter a ticker and your typical holding duration, then run the calculation.
📐Real-time EGARCH vol
⏱️Real holding window, not just "per day"
⚠️Student-t fat tails, fitted per ticker