Portfolio & Risk

Trading Portfolio & Risk Management

Allocation, sizing and risk control across multiple strategies.

A portfolio of strategies behaves differently from the sum of its parts. Correlations move together in exactly the conditions where diversification was supposed to help, which is why allocation and risk deserve their own engineering.

What this covers

Capital allocation across strategies with correlation taken seriously
Volatility targeting and dynamic position sizing
Drawdown controls with pre-defined de-risking rules
Aggregate exposure monitoring across accounts and instruments

Services in this area

12 pages

Forex Portfolio Development

Combining strategies into a portfolio with genuine diversification.

Multi-Strategy Portfolios

Allocation across strategies with correlation modelled honestly.

Strategy Correlations

How your strategies behave together, especially in drawdown.

Capital Allocation

Allocation frameworks robust to estimation error in the inputs.

Portfolio Risk Engine

Real-time aggregate risk with enforced limits across the book.

Dynamic Position Sizing

Sizing that responds to volatility, correlation and current drawdown.

Volatility Targeting

Holding risk roughly constant as market volatility changes.

Drawdown Controls

Rules decided in advance for what happens as losses accumulate.

Strategy Allocation

Optimisation that accounts for how unreliable its own inputs are.

Portfolio Monte Carlo

Simulating the range of portfolio outcomes, not just the average.

Risk Budgeting

Risk allocated deliberately across strategies rather than by accident.

FX Exposure Management

Net currency exposure measured and managed across the whole book.

Tell us what you are trying to build

Describe the problem and we will tell you plainly whether we can help, roughly what it would take, and what it would cost. If it is not a fit, we will say so.

Build My Risk Engine