Portfolio & Risk

HELIOS.

Assigns strategy-family weights under the risk budget received from CERBERO and hands those weights to BIA.

Flagship — HELIOS

Portfolio Capital Allocation Engine

Rotation uses a contextual bandit (LinUCB in Vowpal Wabbit). Contract counts are outside HELIOS.

System rotation, capital allocation, and risk budgeting as one governed flow.

System Universe & Temporal Filters Selection and short / long-term performance filters.

Multi-Objective Scoring & Ranking Gain-to-max-drawdown ratio and cross-correlation penalties.

Cluster Diversification Diversification by system clusters, not single names.

Budget and Weights Weights stay inside the CERBERO ceiling. Contract counts are not decided here.

Periodic Rotation & BIA Routing Hysteresis drift control, periodic rotation, and multi-venue execution via BIA.