Portfolio Lab
Better signal hierarchy for portfolio construction.
Build an optimized allocation, layer in discretionary return views, and then inspect why the model moved weight across the basket.
Input Universe
00
tickers staged
Overlay Mode
MPT
equilibrium-only run
Inference
READY
explanation surface available
Optimizer Input
Universe Builder
0 assets
comma-separated
Workflow
A cleaner path from idea to allocation
1. Seed the basket
Start with a focused universe instead of a noisy watchlist.
2. Generate allocations
Compare max-Sharpe and minimum-volatility structures side by side.
3. Explain the moves
Use attributions to see which views actually changed position sizing.
Model Stack
MPT baseline for classical efficient allocations
Black-Litterman overlay for discretionary expected returns
SHAP-style attribution to trace allocation deltas