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: $124,947.5
Cash: $100,000.0 (80.0%)
Invested: $24,947.5 (20.0%)
Number of Positions: 1
Portfolio Beta: 0.25
Current Drawdown: 0.0%
Kill Switch: Not Activated
Sector Exposures
Sector Value Percentage
Basic Materials $24,947.5 20.0%
Cash $100,000.0 80.0%
Positions
Ticker Shares Cost Basis Current Price Current Value Profit/Loss P/L % Sector Entry Date
BHP.AX 425 $58.7 $58.7 $24,947.5 $0.0 0.0% Basic Materials 2026-05-20
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