Interactive Charts
22 interactive Plotly visualizations demonstrating implied risk premia concepts. All charts support zoom, pan, and hover tooltips.
Data & Returns
Covariance Analysis
Inverse Optimization
Core concept: Extract implied expected returns from observed portfolio weights using mu* = lambda * Q * w + rf
Bantleon Calibration Methods
M1 (market-based), M2 (historical), and Hybrid lambda calibration
Factor Premia
Factor decomposition: r = B * f + epsilon, Factor premia: pi = (B'B)^-1 * B' * (mu* - rf)