Skills by JoelLewis
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asset-allocation
MIT· ★ 159 · updated 2026-07-18 — Asset Allocation guides you through strategic and tactical frameworks for distributing capital across investments. It covers mean-variance optimization, Black-Litterman blending,…
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bet-sizing
MIT· ★ 159 · updated 2026-07-18 — Bet Sizing guides you through position sizing frameworks including the Kelly criterion for maximizing long-term wealth growth, fractional Kelly approaches for practical risk…
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factor-investing
MIT· ★ 159 · updated 2026-07-18 — 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.…
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forward-risk
MIT· ★ 159 · updated 2026-07-18 — Quantify potential portfolio losses across normal and extreme market conditions using parametric VaR, Monte Carlo simulation, Expected Shortfall, and scenario analysis. Decompose…
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historical-risk
MIT· ★ 159 · updated 2026-07-18 — Quantify how risky an investment has been using historical price data. This skill computes annualized volatility, maximum drawdown, recovery time, historical VaR, downside…
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performance-attribution
MIT· ★ 159 · updated 2026-07-18 — Decompose active returns into the sources that drove outperformance or underperformance—allocation decisions, security selection, and their combined effects. Supports equity…
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performance-metrics
MIT· ★ 159 · updated 2026-07-18 — Compute and interpret industry-standard risk-adjusted performance metrics for investment analysis. This skill covers Sharpe ratio, Sortino ratio, Information ratio, Treynor ratio,…
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performance-reporting
MIT· ★ 159 · updated 2026-07-18 — Performance Reporting builds comprehensive investment reports showing returns across standard periods, benchmark comparisons, and risk metrics. It handles time-weighted and…