AURUM — Portfolio Optimisation Engine

Sector

Region

Market Cap

Add Position 0 / 45

Portfolio

No positions added yet.

Optimisation Mode

Maximum Return (Highest Sharpe Ratio) Minimum Risk (Minimum Variance) Black-Litterman (View-adjusted) Risk Parity (Equal risk contribution) Hierarchical Risk Parity (Clustered, no inversion) Minimum CVaR (Tail-risk / expected shortfall) Max Diversification (Highest diversification ratio)

Constraints

Max Position 30%

Sector Cap 40%

Risk Model

Covariance

Robust (resampled)

Benchmark

Rebalancing

From current holdings

Views

No views added. Views shift the return prior.

Add at least 2 positions to begin optimisation