import React from 'react'; import { BookOpen } from 'lucide-react'; import 'katex/dist/katex.min.css'; import { BlockMath, InlineMath } from 'react-katex'; interface PortfolioMathModalProps { isOpen: boolean; onClose: () => void; } export default function PortfolioMathModal({ isOpen, onClose }: PortfolioMathModalProps) { React.useEffect(() => { const handleKeyDown = (e: KeyboardEvent) => { if (e.key === 'Escape') { onClose(); } }; if (isOpen) { window.addEventListener('keydown', handleKeyDown); } return () => { window.removeEventListener('keydown', handleKeyDown); }; }, [isOpen, onClose]); if (!isOpen) return null; return (
Institutional Specification Manual
Estimates aggregate portfolio drawdowns and controls covariance drift boundaries.
Constructs a continuous synthetic asset representing your active weight allocations and its daily return track:
Active Percentage Weighting (
Synthetic Portfolio Log Return (
Solves the system-wide macro response model across all historical event instances
Panel Model Specification with VIX Controls:
where:
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Optimal Kelly Criterion Position Sizing:
Integrates signals across three engines: Scanner (underpriced value), Econometrics (macro event post-event betas), and Insiders (corporate buying). Ranks candidates and suggests target reallocations.