Total Assets
$12.5M
2.3%
Portfolios
24
Active
Today's Return
+0.85%
+$106.2K
Best Performer
+12.4%
Momentum Alpha
Sharpe Ratio
1.85
Risk-adjusted
Max Drawdown
-8.2%
Peak to trough

Portfolio Performance

Total Portfolio
Benchmark (SPY)
Top Portfolio

Asset Allocation (Detailed)

US Large Cap25%
US Small Cap10%
Int'l Developed12%
Emerging Markets8%
Gov Bonds (10Y)15%
Corp Bonds IG10%
High Yield5%
Real Estate (REITs)5%
Commodities5%
Crypto Assets3%
Cash Equivalents2%

Market Intelligence

Volatile Bullish
Upcoming Events
Feb14
CPI Release
Feb15
Retail Sales
Feb16
PPI Data
Feb20
FOMC Minutes
Feb24
PCE Inflation
Sector Performance
Tech (XLK)+1.8%
Semiconductors (SMH)+2.4%
Comm Svcs (XLC)+1.2%
Cons Discret (XLY)+0.9%
Finance (XLF)+0.5%
Industrials (XLI)+0.1%
Healthcare (XLV)-0.2%
Utilities (XLU)-0.8%

System Health

Execution Latency12ms
Market Data Delay5ms
API Traffic Load845/s
CPU Utilization32%
Memory Usage6.8GB
Disk I/O Write45MB/s
Active DB Conn24
Cache Hit Rate98.5%
Error Rate (1h)0.01%
Overall Uptime 99.999%

Live Signals (Real-time)

BUYNVDAMomtm
15:42:05
SELLTSLAMeanRv
15:41:48
BUYAMDBreak
15:41:12
HEDGESPYRisk
15:40:55
BUYBTCCryp
15:40:30
BUYETHCryp
15:40:28
SELLXOMMomtm
15:39:15
BUYMSFTAI
15:38:44
BUYGOOGLValue
15:38:10
CLOSEJPMTarget
15:37:05
SELLARKKStop
15:36:22
BUYCOINCryp
15:35:40
BUYPLTRAI
15:35:15
HEDGEVIXRisk
15:34:00
SELLNFLXMomtm
15:33:45

Top Performers

1
Momentum Alpha Momentum
+12.4%
2
Mean Reversion Mean Rev
+9.8%
3
Factor Model Factor
+8.2%
4
ML Strategy ML/AI
+6.5%
5
+5.1%

Performance Metrics

Sharpe Ratio 1.85
Max Drawdown -8.2%
Win Rate 62.5%
Volatility 12.3%
Alpha +2.1%
Total Return (YTD) +15.8%

Market Overview

SPY S&P 500
$485.20
+0.65%
QQQ Nasdaq
$425.80
+0.82%
DIA Dow Jones
$385.40
-0.12%
VIX Volatility
14.25
-2.1%

Recent Activity

Momentum Alpha updated
Net value: $2.45M (+0.3%)
2 hours ago
Portfolio rebalanced
5 positions adjusted
5 hours ago
Alert triggered
Factor Model drawdown > 5%
1 day ago
Dividend Received
KO paid $450.00
1 day ago
Portfolio Configuration Changed
Mean Reversion param adjusted
2 days ago
New Portfolio Deployed
Crypto Arb deployed to prod
2 days ago
Stop Loss Hit
TSLA position closed
3 days ago
Performance Milestone
Momentum Alpha +10% YTD
3 days ago
System Maintenance
Routine DB cleanup
4 days ago
Monthly Report Ready
January performance analysis
5 days ago

Portfolio Performance Comparison

Real-time performance metrics across active portfolios

Last updated: Just now
Rank Portfolio Type Net Value Total Return YTD Return Sharpe Max DD Win Rate Period Last Update
#1
Momentum-based
Momentum $2.45M +12.4% +8.2% 1.85 -5.2% 62.5% Weekly 2h ago
#2
Mean reversion
Mean Rev $1.82M +9.8% +6.5% 1.62 -6.8% 58.3% Monthly 5h ago
#3
Multi-factor
Factor $3.12M +8.2% +5.8% 1.45 -7.5% 55.2% Quarterly 1d ago
#4
Machine learning
ML/AI $1.56M +6.5% +4.2% 1.28 -8.1% 52.1% Daily 30m ago
#5
Value investing
Value $2.18M +5.1% +3.8% 1.15 -9.2% 48.5% Monthly 1d ago
#6
Macro
Macro $5.20M +4.8% +3.5% 1.10 -6.5% 45.0% Monthly 2d ago
#7
Relative Value
Rel Val $1.15M +4.5% +3.1% 1.95 -2.1% 68.0% Daily 4h ago
#8
Event
Event $3.40M +4.2% +2.9% 1.05 -10.5% 50.0% Monthly 3d ago
#9
Equity
Equity $4.10M +3.8% +2.5% 1.20 -8.0% 53.0% Weekly 6h ago
#10
Asset Alloc
Alloc $6.50M +3.5% +2.1% 1.50 -4.0% 56.0% Quarterly 1w ago

Daily Returns Heatmap (Last 30 Days)

Visualizing portfolio performance intensity

<-1.5%
-0.5%
0%
+0.5%
>1.5%

Daily Market Insights

Key metrics and trends shaping today's trading session.

Market Sentiment

Bullish momentum persists as VIX drops below 15. Institutional flows suggest accumulation in technology and industrial sectors.

Risk On

Factor Rotation

Value factors are outperforming Growth this week. Quality and Low Volatility show renewed strength amidst earnings season.

Rotation Alert

Macro Focus

Yield curve inversion narrows. upcoming CPI data expected to confirm disinflationary trend, supporting rate cut expectations.

Macro Neutral

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