Features
Everything you need.
Nothing you don't.
Twelve specialized modules covering risk, positioning, macro, and portfolio construction.
B
BARRA USE4 MODEL
Full GLS cross-sectional regression across 3,000+ equities. The same methodology used by MSCI and top-tier funds.
R
RISK DECOMPOSITION
VaR, CVaR, tracking error, max drawdown, and loss probability. Multi-horizon with Newey-West correction.
F
FACTOR ANALYSIS
10 style factors + 60 GICS sub-industry factors. Z-score exposure with dynamic universe standardization.
M
MACRO DASHBOARD
FRED-powered yield curves, credit spreads, PMI regime detection. 20+ macro indicators with signal overlays.
S
SENTIMENT
AAII bull-bear spread, NAAIM exposure index, COT positioning for equities, VIX, gold, and crude oil.
A
MARKET BREADTH
% above 50D/200D EMA for US and Europe. Advance-decline lines and new highs/lows with historical context.
SI
SHORT INTEREST
Sector-level short interest breakdown with momentum scoring. Track the most crowded short positions.
13
13F CROWDING
Institutional ownership overlap matrix. See which names are crowded across the largest 13F filers.
C
CORRELATION REGIME
Rolling cross-asset correlation matrix with regime detection. Spot decorrelation breakdowns before they hit.
MC
MONTE CARLO
Fat-tail Student-t simulation with 10,000 paths. Probability distributions for portfolio P&L scenarios.
L
LIQUIDITY ANALYSIS
Days to liquidate by position. ADV participation rates and market impact estimates at multiple thresholds.
ET
MARKET MONITOR
Real-time cross-asset ETF monitor. Track sector flows, commodities, rates, and FX all in one view.