Generate payoff diagrams for structured products like autocallables, barrier options, and custom structures

Run Monte Carlo simulations for exotic payoffs and risk analysis

Perform stress testing across different market conditions with real market data integration

Find optimal strikes and barriers for structured products with real market data integration

Get comprehensive cache performance metrics and status

Test cache performance with timing comparisons across multiple API calls

Build and optimize multi-asset portfolios using modern portfolio theory with real market data

Comprehensive stock analysis with technical indicators, fundamentals, and investment signals

Advanced portfolio risk analysis with FinQuant-inspired metrics including Sortino ratio, Treynor ratio, downside deviation, and comprehensive risk decomposition

Portfolio risk attribution analysis - decompose portfolio risk by factors including market, sector, and specific risks with correlation analysis

Black-Litterman portfolio optimization combining market equilibrium with investor views for more realistic and stable portfolio allocations

Interactive guide for creating Black-Litterman investment views with examples and best practices

Risk Parity portfolio optimization where each asset contributes equally to portfolio risk, providing better diversification than equal-weight portfolios

Compare different Risk Parity optimization methods (Standard, Constrained, Hierarchical) side-by-side with detailed analysis

Comprehensive backtesting analysis with transaction costs, rebalancing strategies, and performance metrics

Walk-forward optimization testing to validate strategy robustness over time

Comprehensive comparison of multiple portfolio strategies with backtesting, walk-forward analysis, and Monte Carlo validation

Monte Carlo robustness testing for portfolio strategies with confidence intervals and parameter sensitivity analysis