Institutional Financial Workbench & Quantitative Models
Deterministic financial models, scenario simulators, and after-tax yield comparators. Engineered with verified Tier-1 market feeds (FRED, U.S. Treasury, Alpaca), zero synthetic numbers, and institutional mathematical proofs for wealth managers, students, and corporate treasurers.
Tax-Equivalent Yield (TEY) & Cash Comparator
Calculate exact after-tax take-home returns and state tax shields (31 U.S.C. § 3124) for Treasuries, SGOV, CDs, and municipal instruments across all 50 states.
• Federal Marginal Brackets (10% to 37%) + 3.8% NIIT
• Live Treasury vs. Commercial Bank CD Matrix
• Custom Fixed Income Offering Deal Sandbox
Bond Duration, Modified Duration & Convexity Simulator
Quantifies bond price volatility, Macaulay duration, and non-linear Taylor series convexity adjustments under parallel yield curve shocks (-300 to +300 bps).
• Second-Order Convexity Cushion (CX) Calculation
• Yield Curve Shock Matrix (-200 bps to +200 bps)
• Exact Discounted Cash Flow (DCF) Revaluation Engine
Real Yield & Breakeven Inflation Compass
Evaluates Treasury Inflation-Protected Securities (TIPS) versus nominal Treasuries using live breakeven inflation rates, Fisher equation hurdles, and purchasing power models.
• 5-Year & 10-Year Constant Maturity Benchmark Feeds
• Interactive Projected CPI Inflation Sensitivity Slider
• Wealth Preservation & Purchasing Power Matrix
Live Macro Formula Workbench & Theory Tracker
Validate academic macroeconomic models against live market realities. Tracks the theoretical Taylor Rule rate against actual EFFR, measures S&P 500 Equity Risk Premium, and decomposes Fisher real rates.
• S&P 500 Equity Risk Premium (Fed Model)
• Fisher Nominal vs. Real Yield Asset Decomposition
• Monetary Policy Stance Gauge (Restrictive vs. Accommodative)
Macro Regime & Portfolio Stress-Testing Workbench
Classify the active macroeconomic regime across the 4-quadrant growth and inflation matrix and simulate custom multi-asset portfolio drawdowns across severe historical market shocks (1973, 2000, 2008, 2020, 2022).
• Live CPI & Yield Curve Spread Hydration Engine
• 5-Crisis Historical Shock Simulation Matrix (1973 to 2022)
• Multi-Asset Drawdown & Real Return Resilience Gauge
Yield Curve Inversion & Recession Probability Nowcaster
Federal Reserve Bank of New York probit regression model (Estrella & Mishkin) computing mathematical 12-month forward recession probabilities from live 10Y-3M and 10Y-2Y Treasury spreads.
• Dual-Benchmark Support (10Y-3M NY Fed vs. 10Y-2Y Wall Street)
• Historical Cycles Comparison Matrix (1970 to 2026)
• The "Steepener Trap": Disinversion Risk & Macro Regime Guide
Upcoming Models & Specialized Desks
PLANNED PIPELINESmall Business Cost of Capital & Credit Desk
Dedicated institutional balance-sheet monitor for non-public enterprise operators. Tracks the Wall Street Prime Rate (DPRIME), SBA 7(a) allowable spread bands, Federal Reserve SLOOS bank lending tightening standards, and PPI vs. CPI margin compression.
Commercial Loan Amortization & Prime Rate Stress-Tester
Stress-tests commercial debt service, debt service coverage ratios (DSCR), and monthly payment swings across floating SOFR and Prime rate interest rate scenarios (+/- 50 bps, 100 bps, 200 bps).
Treasury Bill Ladder Builder & Cash Roll Simulator
Construct custom rolling liquidity ladders across 4-week, 8-week, 13-week, and 26-week U.S. Treasury bills. Models continuous cash liquidation schedules and reinvestment yield retention under shifting yield curves.