Macro Economic Modelv0.3.3

Run comprehensive asset-liability management simulations for insurance or pension funds, generating portfolio returns, cash flows, and EIOPA yield curve visualizations. Ideal for quarterly reporting and strategic asset allocation reviews.

Project forward interest rates and calibrate the EIOPA risk-free yield curve using Smith-Wilson method for long-term insurance liability discounting. Ensures compliance with Solvency II regulatory requirements.

Batch price corporate bond portfolios by applying industry-specific credit spreads to the calibrated risk-free curve. Enables fair valuation and risk assessment for investment managers.

Backtest quantitative trading strategies (e.g., MACD golden-cross, volume breakout) on A-share stocks using ZVT framework. Supports data collection, factor computation, and visualization.

Generate detailed cash flow reports including dividends, coupons, liability payments, and terminal cash flows for mixed portfolios. Useful for liquidity planning and ALM monitoring.

Offer cloud-based ALM simulation and reporting platform as a service. Charge monthly or annual fees per user tier, targeting insurance companies and pension funds.

Provide consulting services to integrate and customize the macro-economic model for enterprise clients, including calibration of yield curves and bond pricing models. Revenue from project-based fees.

Enable users to backtest and deploy quant strategies on A-share market. Charge per backtest run or subscription for premium strategy library and data feeds.