HF RL Explorer

FX Forward Portfolio Valuation and Risk Analysis

FX Forward Portfolio Valuation and Risk Analysis: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). You are an FX desk quant. Given current and historical market data plus a portfolio of 5 FX forward trades, perform a complete valuation and risk analysis pipeline:

The task

You are an FX desk quant. Given current and historical market data plus a portfolio of 5 FX forward trades, perform a complete valuation and risk analysis pipeline:

Part of codeslord/skilltrainbench-public.