Portfolio & Position Sizing
Kelly Criterion and ATR-based risk sizing, plus an inverse-volatility allocation across your watchlist.
Kelly Criterion (from backtest)
Select a completed backtest to derive optimal bet size from its win rate and win/loss ratio.
ATR-Based Position Sizing
Loading ATR data — ensure the asset has ingested daily history.
Inverse-Volatility Allocation
Computing volatilities from daily history… make sure assets have ingested data.
Lower-volatility assets receive larger weights so each contributes similar risk. Research tool — not investment advice.
Correlation Matrix
Click "Compute" to generate the return-correlation matrix across your tracked assets.
Pearson correlation of daily returns. Values near +1 move together; near -1 move inversely. Diversify across low-correlation assets.