The investor's
toolkit.

Track performance, allocation, sector exposure, and risk metrics across your complete holdings. Returns attribution and Sharpe-adjusted analysis.

Quantitative allocation models — mean-variance optimization, risk parity, and Black-Litterman frameworks with customizable views.

Systematic rebalancing suggestions with tax-loss harvesting awareness and drift-threshold controls.

Value at Risk, Expected Shortfall, and maximum drawdown analysis across parametric, historical, and Monte Carlo methodologies.

Dynamic correlation heatmaps across assets, sectors, and time periods. Rolling-window and regime-conditional analysis.

Historical scenario replay and hypothetical macro shock analysis for portfolio resilience across tail event regimes.

Multi-criteria screening with fundamental, technical, and factor-based filters. Export to watchlist or scoring pipeline.

Decompose returns by value, momentum, quality, size, and volatility exposures. Track factor tilts over rolling periods.

Probabilistic scenario modelling for return distributions, drawdown risk, and financial goal achievement probabilities.

Compound annual growth rate, future value, and required contribution modelling with inflation adjustment.

Kelly criterion, fixed fractional, and volatility-normalized position sizing with portfolio-context awareness.

Black-Scholes pricing, Greek surfaces, payoff diagrams, and break-even analysis for vanilla and structured strategies.