Backtests, forecasts, optimizers (efficient frontier), market timing, asset analytics
Backtest Portfolio Asset Allocation
Trading Mortal Sins Equity Curve Visualizer
This app allows you to see simulated equity curves based on different factors of leverage, hold time, long/short; using SPX as the basis. Pretty cool stuff, leverage truly is a double edged sword even if you're right most of the time
This one allows you to test equity curves based on how good a strat is using a sharpe ratio (annual drift %), annual volatility, and initial capital. Essentially shows how even the best strategies can fail due to random market bullshit.
End of month flow effects
Risk Premia, VIX Basis, port mgmt & rebalance systems