In this section, you will find all notebooks related to macro analysis.
The Fed model is a simple way to see if equities are overvalued compared to bonds.
A drawdown is defined as the performance from a peak value to a bottom value. Most analysis tools out there are focused on only the maximum drawdown. But this doesn't tell you many of the needed details about investment behaviour. This notebook will give you a gem of an analytical tool that you can't get anywhere else.
We have all heard that diversification is the only free lunch. But do bonds really offer diversification? This code provides you with our proprietary and unique ways of looking at how bond correlations have changed over time.
This section provides you with notebooks and tools to help you with investment analysis, portfolio optimization, and asset allocation.