Monitoring rules are used in the context of portfolio management only i.e. through our API / Institutional UI. These rules are only triggered when a portfolio has one or more open position. Their purpose is to protect the portfolio against negative events by, for instance, closing positions.

Generic Rules

Monitoring Rules

Equal Weights

CVaR-based Portfolio Optimization

Tracking Error Minimization

Volatility-based Optimization

Comparison between Optimization Strategies

Portfolio Rules

MantaRisk Documentation

MantaRisk

Introduction

Getting Started (MantaAPI)

API Reference

Data Sources

MantaRisk API

MantaWealth for Addepar

Untitled

Getting Started (MantaTrade)

Order Validation

Trading Analysis

Broker Accounts

MantaRisk App

Data Cleaning Process for Linear Instruments

Risk Factor Modeling Methodology

Expected Returns

Derivatives Methodology

Tactical Rules

Portfolio Construction

Category Risk (Stand-Alone)

Contribution to Risk (Component Risk)

Risk Attribution

Definition of Excess Return

Types of Return Attribution

Performance Attribution Models

Implementation in MantaRisk

Performance Attribution

Methodologies

Release Notes

Disclaimer

Legal