OhCamel Quant

Risk

Value at risk and expected shortfall across models, Euler decomposition, coverage backtests, GARCH, liquidity and a Monte Carlo atlas.

OhCamel is a quantitative finance system. The public site is a research workstation on real market data: risk, portfolio construction, backtesting, options, rates and company fundamentals, with scheduled research products computed overnight. Behind it, a reactive risk engine written in OCaml on Jane Street's Incremental recomputes only what a market tick touches, and runs a paper-trading desk.