Positions
โ
โ
Gross exposure
โ
target 100% / max 200%
Net exposure
โ
market-neutral band ยฑ20%
Portfolio ฮฒ
โ
target |ฮฒ| โค 0.10
Expected ฮฑ
โ
annual
Expected vol
โ
annual, idiosyncratic only
Sharpe
โ
ฮฑ / vol
As of
โ
last refresh
๐๏ธ Sector Exposures
Per-sector net dollar exposure. Sector neutrality is enforced by construction โ long $ should equal short $ within each sector.
โ๏ธ Long / Short Split
Total dollar exposure on the long side vs the short side. A market-neutral portfolio runs ~50/50.
๐ Position-Size Waterfall
Top 30 positions by absolute weight. Green = long, red = short. Hard cap 5% gross per name; min size 0.5% (smaller positions are dropped by the optimizer).
โ ๏ธ Top Risk Contributors
Names contributing the most to portfolio variance (idiosyncratic only โ full covariance refinement is a future commit). Defined as
wยฒ ยท ฯยฒ per position, normalized to share-of-total.| Ticker | Sector | Weight | Risk share |
|---|---|---|---|
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๐ Full Positions Table
Every position in the optimal portfolio. Sorted by absolute weight.
cappedAt shows positions that hit the 5%-of-ADV liquidity cap or the 5% single-name cap.| Ticker | Sector | Side | Weight | Composite | ฮฒ | ฯ | Exp. ฮฑ | Risk % |
|---|---|---|---|---|---|---|---|---|
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