Portfolio Management

About Portfolio Management

The portfolio management system implements robust risk controls and position sizing:

  • Position Sizing: Calculates optimal position sizes based on expected edge and volatility
  • Risk Controls: Implements sector and single-name concentration limits
  • Market Neutrality: Maintains market-neutral or beta-targeted exposures
  • Drawdown Protection: Activates kill switches when drawdowns exceed thresholds

This system helps construct and manage portfolios with proper risk controls and diversification.

Portfolio Summary
Total Value: $100,000.0
Cash: $100,000.0 (100.0%)
Invested: $0.0 (0.0%)
Number of Positions: 0
Portfolio Beta: 0.0
Current Drawdown: 0.0%
Kill Switch: Not Activated
Sector Exposures
Sector Value Percentage
Cash $100,000.0 100.0%
Positions
No positions in portfolio. Run the integrated system to generate trade recommendations and build a portfolio.
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