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)
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)