Implied Risk Premia - Complete Simulation

19 Interactive Charts | 3 Assets | 60 Months | Synthetic Data

1. Data & Returns

Chart 1: Asset Returns Time Series

Chart 2: Cumulative Returns

2. Covariance Analysis

Chart 3: Correlation Heatmap

Chart 4: Rolling Volatility

3. Inverse Optimization

Core formula: mu* = lambda * Q * w + r_f

Chart 5: Portfolio Weights

Chart 6: Risk Contribution

Chart 7: Implied vs Historical Returns

4. Bantleon Calibration Methods

Chart 8: Yield Curve Data

Chart 9: Lambda M1 (10Y Bond)

Chart 10: Lambda M2 (Historical)

Chart 11: R-Squared Regime

Chart 12: Lambda Comparison (M1 vs M2 vs Hybrid)

5. Factor Premia

Formula: pi = (B'B)^-1 * B' * (mu* - r_f)

Chart 13: Factor Loadings (Betas)

Chart 14: Factor Premia

6. Portfolio Optimization

Chart 15: Efficient Frontier

7. Advanced Diagnostics

Chart 17: Factor Returns Time Series

Chart 18: Rolling Implied Returns

Chart 19: Hansen-Jagannathan Bounds

8. Summary Dashboard

Chart 16: Complete Overview

Simulation Parameters

Assets: Stocks (8% return, 16% vol), Bonds (3%, 5%), Gold (5%, 15%)
Portfolio: 60% Stocks, 30% Bonds, 10% Gold
Risk Aversion: lambda = 2.5
Reference Beta: beta_ref = 7.0
Halflife (M2): 24 months
Period: 60 months (seed=42)