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A professional commodity risk management dashboard
Rollins College '26
This dashboard demonstrates an understanding of commodity risk management concepts used by commercial hedgers and risk management consultants. It showcases portfolio analytics, hedging strategy construction, risk metrics (VaR, stress testing, Greeks), and market intelligence across energy, grains, metals, softs, and livestock commodity classes.
Historical simulation using 252-day rolling window. Parametric VaR calculated at 95% and 99% confidence intervals with exponentially weighted moving average (EWMA) for volatility.
Scenario-based analysis replicating historical market events. Portfolio impact calculated using actual price movements during crisis periods, adjusted for current position sizing.
Pearson correlation coefficients computed on 60-day rolling returns. Cross-commodity relationships inform portfolio diversification and concentration risk metrics.
Black-76 model for commodity futures options. Greeks (Delta, Gamma, Vega, Theta) aggregated at portfolio level for real-time risk sensitivity monitoring.
This dashboard uses representative market data for demonstration purposes. In a production environment, data would be sourced from:
Next.js 16
App Router, Server Components
TypeScript
Type-safe development
Tailwind CSS
Utility-first styling
Recharts
Composable chart library
Framer Motion
Production-ready animations
Lucide React
Beautiful icon system
CommodityRisk Pro, Commodity Risk Management Dashboard
For demonstration purposes only. Not financial advice.