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

Getting Started (App)

Order Validation

Trading Analysis

Broker Accounts

MantaRisk App

Getting Started (API)

API Reference

Data Sources

MantaRisk API

Direction Rules

Stop Rules

Size Rules

Limit Rules

Level Rules

Tactical Rules

Portfolio Construction Strategies

Release Notes

Disclaimer

Legal