Implied-Risk-Premia-ARCHIVED

BRISMA (Bantleon Risk Model Analysis) - R/Python portfolio risk modeling and allocation tool

Information

Property	Value
Language	Python
Stars	0
Forks	0
Watchers	0
Open Issues	0
License	No License
Created	2025-12-24
Last Updated	2026-01-25
Last Push	2026-01-25
Contributors	3
Default Branch	main
Visibility	private

Notebooks

This repository contains 3 notebook(s):

Notebook	Language	Type

| implied_premia_primer | PYTHON | jupyter |

| bantleon_methods_tutorial | PYTHON | jupyter |

| implied_premia_tutorial | PYTHON | jupyter |

Datasets

This repository includes 53 dataset(s):

Dataset	Format	Size

| data | | 0.0 KB |

| brisma_data.xlsx | .xlsx | 26232.56 KB |

| slide_improvements.json | .json | 18.71 KB |

| slide_inventory.json | .json | 26.28 KB |

| slide_review_report.json | .json | 5.94 KB |

| test_quality_report.json | .json | 1.24 KB |

| settings.json | .json | 0.4 KB |

| charts_test_results.json | .json | 24.41 KB |

| data_review.json | .json | 4.51 KB |

| FIX-R-CRIT-001.json | .json | 4.79 KB |

| FIX-R-TEST-001.json | .json | 7.27 KB |

| FIX-R-TEST-002.json | .json | 6.47 KB |

| FIX-R-TEST-003.json | .json | 7.75 KB |

| FIX-R-TEST-004.json | .json | 8.43 KB |

| FIX-R-TEST-005.json | .json | 6.27 KB |

| FIX-R-TEST-006.json | .json | 5.29 KB |

| FIX-R-TEST-007.json | .json | 5.62 KB |

| FIX-R-TEST-008.json | .json | 6.12 KB |

| FIX-R-TEST-009.json | .json | 6.32 KB |

| FIX-R-TEST-010.json | .json | 5.84 KB |

| FIX-E402-001.json | .json | 0.83 KB |

| FIX-E722-001.json | .json | 0.93 KB |

| FIX-FORM-001.json | .json | 0.72 KB |

| FIX-FORM-002.json | .json | 0.72 KB |

| FIX-FORM-003.json | .json | 0.72 KB |

| FIX-FORM-004.json | .json | 0.74 KB |

| FIX-FORM-005.json | .json | 0.71 KB |

| FIX-HARD-001.json | .json | 0.83 KB |

| FIX-HARD-002.json | .json | 0.84 KB |

| FIX-HARD-003.json | .json | 0.85 KB |

| FIX-HARD-004.json | .json | 0.85 KB |

| FIX-DATA-001.json | .json | 0.87 KB |

| FIX-DATA-003.json | .json | 1.29 KB |

| FIX-DATA-004.json | .json | 1.41 KB |

| FIX-PY-001.json | .json | 1.87 KB |

| FIX-PY-002.json | .json | 1.74 KB |

| FIX-PY-003.json | .json | 2.33 KB |

| FIX-PY-004.json | .json | 1.97 KB |

| FIX-PY-005.json | .json | 1.7 KB |

| FIX-PY-006.json | .json | 3.5 KB |

| FIX-PY-007.json | .json | 2.05 KB |

| FIX-PY-008.json | .json | 2.14 KB |

| FIX-PY-009.json | .json | 1.87 KB |

| FIX-PY-010.json | .json | 2.1 KB |

| FIX-PY-011.json | .json | 2.21 KB |

| FIX-PY-012.json | .json | 2.14 KB |

| FIX-PY-013.json | .json | 2.55 KB |

| FIX-PY-014.json | .json | 1.62 KB |

| formulas_review.json | .json | 3.04 KB |

| python_review.json | .json | 44.57 KB |

| r_code_review.json | .json | 4.24 KB |

| slides_review.json | .json | 0.65 KB |

| summary.json | .json | 4.25 KB |

Reproducibility

No specific reproducibility files found.

Status

Archived

This repository is archived and no longer maintained.

Issues: Enabled
Wiki: Enabled
Pages: Enabled

README

⚠️ ARCHIVED REPOSITORY

This repository has been archived and is no longer maintained.

Canonical Repository: Digital-AI-Finance/Implied_Risk_premia

This repository was archived on 2026-01-25. All active development continues in the canonical repository linked above.

Why was this archived?

This repository was a duplicate with an older naming convention (hyphens vs underscores). The underscore-named repository contains all current work and is the official project location.

BRISMA — Bantleon Risk Model Analysis

This repository contains the code, the data and the documentation of the BRISMA-Project.

Status: ✅ All tests passing | CI/CD active

Recommendations for setting up the development environment

To use R and Python simultaneously for the development, we recommend using Positron as IDE to work with both languages. Please format your R code, using Air as code formatter. And please use Ruff as code formatter to format your Python code.

Clone the repository

To clone the repository:

Dir into your code folder and run:

git clone https://github.com/Digital-AI-Finance/implied-risk-premia.git
cd implied-risk-premia

Setting up the R environment with renv

Install R version 4.5.2 if you don't have it already. Use Positron or RStrudio as IDE. In RStudio open the project by double-clicking the brisma.Rproj file. In Positron open the brisma folder as a project.

Install the renv package if you don't have it already:

install.packages("renv")

Restore the R environment by running the following command in the R console:

renv::restore()

This will install all the required R packages specified in the renv.lock file.

To install additional R packages, use:

install.packages("<package-name>")

To update the project's lockfile, use:

renv::snapshot()

To update the project's environment, use:

renv::restore()

Setting up the Python environment with UV

Install UV if you don't have it already:

powershell -ExecutionPolicy ByPass -c "irm https://astral.sh/uv/install.ps1 | iex"

Update UV to the latest version:

uv self update

Dir into the repository folder and run:

uv sync

To activate the virtual environment, run the following command from inside the repository folder:

.venv\Scripts\Activate

To exit the virtual environment, run:

deactivate

To install additional dependencies, use:

uv pip install <package-name>

To add new dependencies, use:

uv add <package-name>

To update the project's lockfile, use:

uv lock

To update the project's environment, use:

uv sync