Tools
Portfolio lab: what each broker takes from a passive portfolio
Pick an account, a broker, a portfolio and a rebalancing calendar: the lab breaks the gross return down, line by line, into commissions, currency conversion, Swiss stamp duty, custody, fund expenses and the dividend withholding tax nobody recovers, then draws thirty-year paths against the cheapest broker for the same profile, with a block-bootstrap fan of 1982 to 2024 returns computed in your browser. Every fee comes from the broker's own published grid, read page by page; the browser computes none of them.
Overfitting detector: is that Sharpe ratio a discovery, or the best draw of a search?
Enter a Sharpe ratio, its length and the number of trials behind it, or drop a CSV of returns: the detector computes the deflated Sharpe ratio with the strict null, the minimum track record, the probability of backtest overfitting by combinatorially symmetric cross-validation and the multiple-testing haircut, in a Web Worker, with every formula shown on your numbers. The Monitor's whole family of strategies is the worked example; the code agrees with the reference implementation to twelve decimals.
Circular 36 checker: private investor or professional securities trader?
A Swiss investor whose trading looks professional pays income tax and social charges on gains that are otherwise tax free. The checker takes your holding period, volume, gains, borrowing and derivatives, tests each of the five cumulative safe-harbour criteria against the circular's own text, and shows which rebalancing calendar keeps a portfolio inside them.