typeset/atemoya.pdf

opam install . --deps-only
eval $(opam env)

uv sync

dune clean && dune build

define ticker selection here: data/tickers.yml

deterministic computation of selected stocks' intrinsic value per share through discounted free cash flow to equity and to firm - displaying margins of safety, projected and implied growth rates, and including interpretation of the result as can be seen here

uv run -m prep.val.dcf_deterministic
dune exec dcf_deterministic

probabilistic computation of selected stocks' intrinsic value per share (here)

single-asset value-surplus distributions (FCFE)

single-asset value-surplus distributions (FCFF)

multi-asset value-surplus frontier (based on FCFE)

multi-asset value-surplus frontier (based on FCFF)

uv run -m prep.val.dcf_probabilistic
dune exec dcf_probabilistic
uv run -m viz.val.dcf_probabilistic

mpt: portfolio weights on efficient frontier in the mean-variance optimization framework

uv run -m prep.pri.mpt
dune exec mpt
uv run -m viz.pri.mpt