01 · Methods
Published method and data class
Only methods already published on this site are listed. Each number still returns its method and source.
| Module | Published method | Data-source class |
|---|---|---|
| Portfolio risk: VaR (Value at Risk), CVaR (Conditional Value at Risk), tail risk | Parametric VaR and CVaR (Conditional Value at Risk, Rockafellar–Uryasev), in the book's base currency. Tail risk is reported with those figures. Crypto weight is excluded from VaR. | Public and licensed market data |
| Portfolio intelligence (risk + factor exposure + diversification, HHI (Herfindahl-Hirschman Index)) | Risk, factor exposure and concentration (Herfindahl). | Public and licensed market data |
| Factor analysis (Fama-French 3/5/6) | Fama–French 3, 5 and 6. | Public and licensed market data |
| Portfolio optimisation (Max Sharpe, Min Volatility, HRP (hierarchical risk parity), Black-Litterman, Core-Satellite) | Markowitz mean-variance (maximum Sharpe, minimum volatility), hierarchical risk parity, Black–Litterman and core-satellite. | Public and licensed market data |
| Portfolio construction (efficient frontier, backtest, correlation, closed-form probability cone) | Efficient frontier, backtest and correlation. Its probability cone is closed-form and does not use a seed. | Public and licensed market data |
| Macro regime detection | The regime label is returned with method and source. No further method is published on this site. | Public and licensed market data |
| Volatility and VIX (Cboe Volatility Index) analysis | The reading is returned with method and source. No further method is published on this site. | Public and licensed market data |
| Bond analytics (yield curves, duration/convexity, spreads) | Yield curves, duration, convexity and spreads. | Public and licensed market data |
| Options pricing and Greeks | QuantLib. | Public and licensed market data |
| Equity analysis against published criteria | Where an instrument stands against published criteria. | Public and licensed market data |
| Value score (intrinsic value, moat, quality) | Intrinsic value, moat and quality, returned with method and source. No further formula is published on this site. | Public and licensed market data |
| News sentiment | Language models write the text summary only. They do not compute numbers. | Public news text. Language models write the summary and do not compute numbers. |
| Gold | Weight of physical gold, ETCs (exchange-traded commodities) and miners; contribution to volatility and to parametric VaR and CVaR; correlation with equities and bonds. The gold analysis runs a seeded scenario simulation: 10,000 paths, seed 42, percentile bands, not a forecast. | Public and licensed market data |
| Silver | The gold/silver ratio as context beside the silver position, with that position's volatility and correlation. | Public and licensed market data |
| Uranium | Monthly uranium spot price (a market assessment, not an exchange price), 52-week ranges of uranium ETFs (exchange-traded funds) and miners, miner fundamentals and Herfindahl concentration. | Public and licensed market data |
| Crypto portfolio risk | Portfolio weight only. That weight is excluded from VaR. The reading is on Crypto Agent and is read-only. | Public and licensed market data |
| Private Banker meeting brief | Text summary of the engine's figures. Language models do not compute numbers. | Figures from the modules on this page. |
| Defensive Review | Linear stress test against stated tail shocks. It shows where the book is exposed. | Public and licensed market data |
02 · Gaps
Data gaps are flagged, never filled
When data is missing or not sufficient, the calculation stops and names the gap. It does not fill the gap.
03 · Frequently asked questions
Frequently asked questions
What if a data point is missing?
Data gaps are flagged, never filled. When the data is not sufficient, the calculation stops and says so.
What does a stress test show?
A linear stress test shows where the book is exposed under a stated shock. It returns that exposure with method and source. The professional decides.
Is crypto inside the portfolio VaR?
No. Crypto appears only as its portfolio weight, and that weight is excluded from the VaR (Value at Risk) calculation.