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Built to help you quantify,
and manage financial risk.

A powerful Rust-based library for quantitative risk management. Calculate VaR, run Monte Carlo simulations, and analyze portfolio risk directly from your terminal.

$cargo install rivar
→View Documentation
rivar-terminal
LIVE
risk@quant:~/portfolio$ █
Commands executed:1
Risk Models:Active
Status:Ready

Data Provider Integration

Connect to leading market data providers. One tool, infinite data sources.

rivar data --sources
ALL CONNECTED
$ rivar data --scan
✓Bloomberg
Enterprise market data
✓Reuters
Financial news & data
✓Alpaca
Commission-free trading
✓Yahoo Finance
Free market data
✓Polygon.io
Real-time market data
✓Interactive Brokers
Broker integration
$ rivar data --connect alpaca # Connect Alpaca
$ rivar data --sync # Sync all data
6 Active
Real-time
●Universal compatibility • Instant setup • Works everywhere

Risk Models

Industry-standard risk metrics at your fingertips

rivar model --list
6 AVAILABLE
$ rivar model --list
[1]●VaR(Parametric)
Value at Risk
[2]●CVaR(Conditional)
Conditional VaR (ES)
[3]●Monte Carlo(Simulation)
MC simulation
[4]●Historical(Backtest)
Historical simulation
[5]●GARCH(Volatility)
Volatility modeling
[6]●Factor(Regression)
Factor risk model
Usage:
$ rivar calculate --VaR --confidence 0.95
$ rivar calculate --CVaR --horizon 10d
$ rivar backtest --strategy my-strategy
6 Active
0 Pending
Real-time
●Industry-standard models • Zero configuration required

Ready to quantify risk?

Build powerful risk models and simulations. Calculate VaR, run Monte Carlo simulations, or analyze portfolio exposures in real-time.

01

Calculate VaR

Compute Value at Risk using parametric, historical, or Monte Carlo methods

$ rivar calculate --VaR
02

Backtest

Test trading strategies against historical data with detailed metrics

$ rivar backtest
03

Analyze

Comprehensive portfolio analysis with factor exposures and stress tests

$ rivar analyze
▶Get Started Now
$ cargo install rivar