MVO / HRP Optimizer
Mean-variance & hierarchical risk parity portfolio construction
Quantitative Open Full Optimizer →
Efficient Frontier
MVO
Max Sharpe allocation
HRP Sharpe Est.
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not measured
Expected Annual Return
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not measured
Portfolio Volatility
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not measured
⚙️
MVO / HRP Portfolio Optimizer
Full optimizer with efficient frontier visualization, HRP dendogram, asset weight sliders, and constraint controls.
Open Full View →
📐
Optimizer Method
HRP recommended — lower estimation error on small N (<30 assets) vs MVO
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Correlation Regime
Not measured on this page.
✅
Constraint Status
Long-only, max 25% single asset, min 2% allocation floor active
Risk Parity
Equal-risk contribution weighting across all portfolio positions
Risk Engine Open Full Dashboard →
Risk Contribution Spread
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not measured
Leverage Factor
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not measured
Rebalance Trigger
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not measured
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Risk Parity Dashboard
Equal-risk contribution allocation engine with live volatility estimates, leverage scaling, and drift monitoring across all asset classes.
Open Full View →
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Dominant Risk Driver
Not measured on this page.
📉
Bond Allocation Signal
Not measured on this page.
🌍
Commodity Buffer
Not measured on this page.
Correlation Matrix
Cross-asset and intra-portfolio correlation heatmap
Nightly closes Open Full Matrix →
Avg Pairwise Corr.
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not measured
Highest Correlation Pair
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not measured
Lowest Correlation Pair
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not measured
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Correlation Matrix — nightly closes
Interactive heatmap showing rolling pairwise correlations across equities, bonds, commodities, and alternatives with regime-aware color coding.
Open Full View →
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Correlation Spike Alert
Not measured on this page.
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Rolling Window
Matrix computed on 30d / 60d / 252d windows — togglable in full view
➕
Low-Corr Opportunity
Not measured on this page.
Stress Test Builder
Scenario-based portfolio shock analysis across historical and custom regimes
Scenario Engine Open Full Builder →
GFC 2008 Shock
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not measured
Covid Crash Shock
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not measured
Rate +300bps Shock
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not measured
Best-Case Scenario
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not measured
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Stress Test Builder
Build custom multi-factor shock scenarios or replay historical crises. Outputs portfolio P&L distribution, worst-case drawdown, and recovery timeline estimates.
Open Full View →
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Tail Risk Exposure
Not measured on this page.
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Hedge Effectiveness
Not measured on this page.
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Scenarios Available
12 built-in historical crises + unlimited custom scenario builder in full view
Tax-Aware Rebalancing
Tax-loss harvesting, wash sale avoidance, and after-tax return optimization
Tax Engine Open Full Tool →
TLH Opportunity
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not measured
Wash Sale Flags
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not measured
After-Tax Alpha Est.
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not measured
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Tax Rebalancing Engine
Identifies tax-loss harvesting candidates, flags wash-sale conflicts, calculates rebalancing trades to restore target weights while minimizing tax drag.
Open Full View →
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Best TLH Candidate
Not measured on this page.
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Rebalance Trades Needed
Not measured on this page.
📅
Year-End Window
Optimal TLH execution window: Dec 1–20 to settle before Dec 31 tax cutoff