Quant tool
Risk & allocation
Drop in any watchlist of 2-30 tickers. The analyser builds the Pearson correlation matrix from daily returns, runs five allocation strategies side-by-side (equal-weight / inv-vol / risk parity / HRP / min variance), and computes Value-at-Risk + Conditional VaR for each.
💡 Plain English: Got a watchlist? See how to split $100k across them five ways — equal-weight, inverse-vol, Risk Parity, HRP, and minimum-variance — plus the worst-case 1-day loss (VaR + CVaR) for each.