Here, after a fancy manicure from chatgpt, I provide tools operating at the confluence of statistics and finance. Adjusted market prices come from Yahoo Finance, while the risk-free-rate input comes from the Federal Reserve Bank of St. Louis when available. Volatility varies materially by asset, so this workspace is best used to complement, test, or contradict your own investment thesis.

Enter two to ten ticker symbols, choose a time window, compare adjusted performance, and inspect allocations that reflect different risk preferences. The projection extends the selected asset's recent log-return behavior; as the horizon grows, its uncertainty bounds widen to make the declining reliability visible.

The portfolio tool maps deterministic long-only candidates under a 70% asset cap and identifies the strongest candidate by the Sharpe ratio. It reports annualized expected log return, volatility, and weights. The Security Market Line below estimates beta from aligned excess daily log returns against the S&P 500 Index (^GSPC) and places each asset and the current portfolio relative to its CAPM-implied return.