Portfolio & Risk

HELIOS.

Unifies two quantitative pillars: a portfolio rotation engine and a money-management & risk engine — selection, scoring, filtering, and periodic rotation of algorithmic systems, plus dynamic sizing and strict drawdown control.

Flagship — HELIOS

Portfolio Capital Allocation & Risk Engine

Periodic selection, scoring, filtering, and rotation of algorithmic systems, combined with dynamic position sizing, strict drawdown control (CDaR / CED), and optimal capital allocation under covariance constraints.

What HELIOS provides

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.

Capital Allocation & Dynamic Sizing Optimal allocation under covariance constraints and strict drawdown control.

Periodic Rotation & Monitoring Periodic rotation and continuous monitoring of the live portfolio.