Portfolio Optimizer Guide & Analytics
ML-powered portfolio construction using Modern Portfolio Theory combined with regime-adaptive weights. Generates optimal allocations that maximise risk-adjusted return for the current market environment.
Institutional Risk Scorecard
Overview
Deep quantitative metrics including Value at Risk (VaR 95% CI), Portfolio Beta (vs BTC), Sortino Ratio, and Annualised Volatility. Now features CSV and JSON payload exports for off-platform institutional reporting.
How to Read
Below 3% VaR is conservative. Above 5% is aggressive. Sortino > 2.0 indicates excellent downside-adjusted returns. Export the metrics to Excel via the CSV button to log historical tracking.
Custom Portfolio Builder
Overview
Interactive drag-and-drop basket constructor. Allows you to pull assets from the total universe into your simulation basket. Automatically forces instantaneous ML recalculations for all efficiency arrays and Markowitz plots.
How to Read
Pull high-conviction assets into the basket and check the impact on VaR and Sharpe Ratio. Use the ML weightings checkbox to instantly balance the chosen assets.
CIO Rebalancing Directive (AI)
Overview
Natural language strategic advisory generated by the AI Markowitz engine. Summarises the logic behind the calculated efficiency weights and provides execution rationale.
How to Read
Read before trading. Provides plain-english context to complex Markowitz allocations (e.g., explaining WHY Solana was heavily weighted vs Ethereum due to recent momentum vectors).
ML Rebalancing Recommendation Table
Overview
Shows the current optimal portfolio weights per asset, current holdings (%), suggested change (+ increase / – decrease), and expected impact on portfolio Sharpe Ratio. The ML engine factors in the current regime classification.
How to Read
The Suggested Change column tells you what to do. Green = increase allocation. Red = reduce. The Sharpe Impact column shows how much each trade improves overall portfolio efficiency.
Efficient Frontier Scatter
Overview
Classic Markowitz Efficient Frontier scatter plot. X-axis = Volatility (risk), Y-axis = Expected Return. Current portfolio marked in red; ML-optimal portfolio in cyan on the frontier line. 1,000 Monte Carlo simulated portfolios shown as grey points.
How to Read
Points on the frontier line (upper-left boundary) are the most efficient risk/return combinations. If the red dot (current) is well below the frontier, significant optimisation gains are possible.
Cross-Asset Correlation Matrix (30D)
Overview
A live 15x15 dynamic D3 heatmap plotting Pearson correlations between the top institutional assets over a 35-day window. Updates instantly when the basket is simulated.
How to Read
Dark green squares (+1.0) = perfectly correlated. Red squares (-1.0) = inversely correlated. Grey (0) = fully decorrelated. The more red/grey in the matrix, the more diversified the exposure.
