JoelLewis

Asset Allocation guides you through strategic and tactical frameworks for distributing capital across investments. It covers mean-variance optimization, Black-Litterman blending,…

Bet Sizing guides you through position sizing frameworks including the Kelly criterion for maximizing long-term wealth growth, fractional Kelly approaches for practical risk…

Factor Investing teaches you to apply multifactor models—from CAPM through Fama-French 3- and 5-factor frameworks plus momentum—to portfolio construction and fund evaluation.…

Quantify potential portfolio losses across normal and extreme market conditions using parametric VaR, Monte Carlo simulation, Expected Shortfall, and scenario analysis. Decompose…

Quantify how risky an investment has been using historical price data. This skill computes annualized volatility, maximum drawdown, recovery time, historical VaR, downside…

Construct Investment Policy Statements that govern portfolio strategy by defining return objectives, assessing risk tolerance across financial capacity and psychological comfort,…

Decompose active returns into the sources that drove outperformance or underperformance—allocation decisions, security selection, and their combined effects. Supports equity…

Compute and interpret industry-standard risk-adjusted performance metrics for investment analysis. This skill covers Sharpe ratio, Sortino ratio, Information ratio, Treynor ratio,…

Performance Reporting builds comprehensive investment reports showing returns across standard periods, benchmark comparisons, and risk metrics. It handles time-weighted and…

This skill guides you through the math of turning a retirement portfolio into lifetime income. It covers sequence-of-returns risk, the 4% rule and its limits, dynamic guardrails…

Analyze financial return series with descriptive statistics, normality tests, and covariance estimation. Run CAPM regressions with significance testing, apply Ledoit-Wolf…

This skill teaches time-series volatility modeling and options-market approaches to quantify and predict market uncertainty. Learn EWMA and GARCH frameworks for volatility…