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The Aegis institutional risk cockpit

A tabbed cockpit puts ex-ante VaR, stress testing, factor risk and the optimizer one click apart, recomputed as you edit the book.

Released by TradePolaris

Reviewed . Each entry records what shipped on that date.

What changed

  • Ex-ante VaR, CVaR, factor decomposition, exposure and concentration that update with the book
  • Stress testing with crisis replays, macro and factor shocks, and Monte Carlo
  • An optimizer with sector and turnover constraints, Black-Litterman views and a never-worse minimum-variance mandate
  • Multi-strategy sleeve portfolios with aggregate risk
  • Deep links to every view and plain-English risk narratives

← Every TradePolaris release

TradePolaris is research software, not investment advice. Backtested and hypothetical results do not predict future performance. Trading is paper (simulated) only. See our Disclaimer.