portfolio-risk-management

Risk-aware position sizing is computed using portfolio NAV, exposure, liquidity, and scenario data to quantify allowable position size while respecting volatility and loss budgets. It applies deterministic logic to preserve the investment thesis during downside management.

Hedge design for long-short equity positions integrates direct stock holdings, options overlays, ETFs, and proxies. The framework applies scenario analysis and liquidity planning to construct hedges that actively protect the downside without abandoning the core portfolio thesis.

Loss-budget and volatility-budget sizing support baseline long-only, long-short, and event-driven strategies. The sizing logic normalizes input data to compute position limits that strictly respect predefined risk constraints across different portfolio scenarios.

A risk decision report is generated by processing a portfolio JSON file through the sizing workflow. This action outputs a standalone HTML dashboard payload containing scenario P&L analysis, liquidity planning details, and ongoing monitoring rules.

Thesis-preserving risk sizing outputs include deterministic position sizing reports, scenario P&L projections, and monitoring rules. These production-grade deliverables quantify exposure limits and structure hedges to maintain the original investment rationale.

Deterministic position sizing is not suitable when your public equity monitoring requires discretionary overrides or non-standard scenario modeling. The framework enforces strict risk constraints and normalized input logic, limiting flexibility for highly bespoke portfolio structures.