Forge Wolf Research & Advisory is a public portfolio showcasing research outputs and educational notebooks. Everything here is general information for educational & professional development — not investment advice, not a solicitation, and not personalized.
Tools will be available soon (will be integrated as soon as possible).
Where projects live. Some are finished, some are “in progress” — clearly labeled to avoid misrepresentation.
Bond pricing, YTM, Macaulay/Modified/Effective duration, convexity, and key rate risk (framework + notebooks).
Label tip: mark this as “Work in progress” until you upload the actual files.
Return/vol, correlations, Sharpe, drawdowns, VaR/CVaR, and portfolio optimization (clean outputs).
No advice: outputs are examples, not recommendations.
Return distributions, rolling vol, GARCH notes, factor regressions, and backtest scaffolding (educational).
Future: integrate your Quant tool here once built.
Your current strongest asset (two reports). This stays, but it’s not the only section anymore.
Thesis-driven write-up with model assumptions, sensitivity analysis, and risk section.
Industry context, key drivers, scenario framing, and clean disclosure language.
Duration/convexity is table-stakes. Add embedded options (OAS) once you’re ready — and label it properly.
Cash flows → PV → yield → DV01. Clean assumptions. Reproducible steps.
Keep it factual: “how it works,” not “what to buy.”
Callable/putable intuition, negative convexity, scenario trees, and a placeholder for OAS (not yet live).
Label as educational until you implement a true OAS model.
Portfolio manager vibe: process + risk controls + reporting cadence. Not “signals.”
Performance, attribution (basic), drawdowns, correlations, risk metrics, and a rebalancing policy (general).
Efficient frontier, constraints, and scenario testing. Transparent assumptions and caveats.
Code-first research outputs. Show methodology, validation, and limits.
Rolling vol, volatility clustering, and an educational GARCH walkthrough (when uploaded).
Regression outputs, stability checks, and interpretation — with warnings against overfitting.
One place for downloads (reports + notebooks + templates). Replace placeholders with real files.
This page now includes Equity + Fixed Income + Portfolio + Quant. Anything you haven’t built yet is intentionally labeled as “building” and uses placeholder file links — so you don’t look like you’re faking work.
General information only. Not investment advice. Not a solicitation. Not personalized. Downloads require confirmation. Full text: Disclaimer.
Normal. Clean. Professional.
This material is published as a non-commercial, self-funded portfolio for educational and professional development. It is general information only and not investment advice or a recommendation.