DIGITAL ELLIPTICAL PRODUCT LABD-10
QUANTITATIVE RISK ENGINE · REAL-TIME 99% VaR TELEMETRYBook: alpha-macro-long-short-fund-01
FinAgent Portfolio Risk Engine
Monitor real-time Value-at-Risk exposures, macro factor sensitivities, and execute algorithmic portfolio rebalancing.
PORTFOLIO RISK OPTIMIZED
CONNECTED PRODUCT ECOSYSTEM
Shared Domain State ModelFinAgent AI Tri-Surface Architecture
TOTAL AUM MONITORED$114.0M USDMulti-Asset Long/Short
99% 1-DAY VaR$2.64M USD2.31% Total Capital
PORTFOLIO BETA0.92xvs S&P 500 Index
SHARPE RATIO2.41xTrailing 12-Month
Active Asset Class ExposuresREAL-TIME FACTOR STREAM
ASSET CLASSEXPOSURE99% VaR (1D)STATUS
US Large-Cap Semis & Cloud
$48.5M (42.5%)
$1240k
OPTIMAL
Sovereign Rates & FX Swaps
$32.0M (28%)
$420k
HEDGED
APAC Tech & Battery Supply Chain
$33.5M (29.5%)
$980k
OVERWEIGHT
US Large-Cap Semis & Cloud
POS-MEGA-TECHBETA TO BENCHMARK1.28x
ALLOCATION WEIGHT42.5%
RELATED TECHNICAL TREATISES & ENGINEERING SPECIFICATIONS
ENGINEERED BY DIGITAL ELLIPTICAL
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