RISK
Risk Dashboard
Portfolio risk analysis -- Morning Report
2 ALERTS
Total NAV
$268K
3 Holdings
Position Breakdown
+158% YoY
Sharpe 1.81
CONCENTRATION RISK
Risk Metrics
Daily VaR
4.24%
2.1x limit (2%)
Volatility
48.7%
Annualized
Sharpe Ratio
1.15
Portfolio-level
Calmar Ratio
2.58
Drawdown -2.1%
FX Exposure
HKD Exposure
72.5%
10% HKD depreciation = -$18.2K (-6.8% NAV)
Correlation Matrix
SPY
1347
3067
SPY
1.000
0.155
0.040
1347
0.155
1.000
0.312
3067
0.040
0.312
1.000
Low cross-correlation saves $8.8K diversification benefit on VaR
Stress Test Scenarios
SPY -50%, HK -45% | -$152K
COVID Crash (2020)
-29.0%
SPY -34%, HK -22% | -$77.7K
Asia Crisis (1997)
-24.8%
SPY -7%, HK -55% | -$66.5K
Urgent Actions
1
Trim 1347 to 50-55% NAV
Reduces VaR from 4.24% to ~3.2%, improves Sharpe from 1.15 to 1.34. Execute over 5-10 trading days on strength.
2
Hedge HKD Exposure
Use forwards/puts to hedge bottom 20pp of HK exposure, or rotate proceeds into USD. 10% HKD depreciation is not a tail scenario.
3
Add to 3067 on Dips
Increase utility from 7.7% to 12-15%. Lowers concentration risk, improves defensive properties.
What's Working
+158% YoY return, Sharpe 1.81 -- strong risk-adjusted performance despite high volatility
Low correlations (SPY-1347: 0.155, SPY-3067: 0.040) reduce portfolio VaR by $8.8K vs sum of individual VaRs
Current drawdown only -2.1% from peak, Calmar ratio 2.58 shows solid recovery trajectory
Team Status
Real-time agent operational status
5 Active
1 Thinking
1 Standby
CIO
Chief Investment Officer
Portfolio oversight + strategic allocation
ACTIVE
Reviewing macro thesis | 3 pending decisions
Task progress: 72%
PM
Portfolio Manager
Position sizing + execution oversight
ACTIVE
Optimizing tech sector exposure
Task progress: 45%
AN
Research Analyst
Fundamental + sector deep-dives
ACTIVE
Earnings analysis: AAPL, MSFT, GOOG
Task progress: 88%
QR
Quant Researcher
Alpha signal + factor modeling
THINKING
Backtesting momentum reversal signal
Task progress: 33%
RO
Risk Officer
VaR monitoring + limit enforcement
ACTIVE
Stress testing portfolio vs rate hike scenario
Task progress: 61%
TR
Trader
Order execution + market microstructure
ACTIVE
Executing TWAP on AMZN block order
Task progress: 54%
CC
Compliance
Regulatory checks + reporting
STANDBY
Awaiting next trade batch for review
Team Setup
Configure agent roles and parameters
Fund Configuration
Strategy
Multi-Strategy
AUM Target
$2.5B
Risk Budget
VaR 2.5%
Max Drawdown
-8.0%
Agent Roster
CIO
Chief Investment Officer
Strategic decisions + capital allocation
Model: Claude Opus
Priority: P0
Deps: PM, RO
PM
Portfolio Manager
Position sizing + P&L attribution
Model: Claude Sonnet
Priority: P1
Deps: AN, QR
AN
Research Analyst
Fundamental research + earnings models
Model: Claude Sonnet
Priority: P1
Deps: none
QR
Quant Researcher
Factor models + signal generation
Model: DeepSeek
Priority: P1
Deps: none
RO
Risk Officer
VaR + stress testing + limit checks
Model: Claude Haiku
Priority: P0
Deps: PM
TR
Trader
Execution algorithms + market access
Model: Claude Haiku
Priority: P2
Deps: CIO, PM
CC
Compliance
Regulatory + audit trail
Model: Claude Haiku
Priority: P2
Deps: TR
DAG Execution Order
Layer 0 -- AN QR (parallel)
Layer 1 -- PM
Layer 2 -- CIO RO (parallel)
Layer 3 -- TR
Layer 4 -- CC
Talents Market
Agent performance rankings
1
AN
DeepValue-7B
Fundamental Analyst | Claude Opus
2
QR
AlphaSeek-v3
Quant Researcher | DeepSeek
3
PM
PortOpt-Elite
Portfolio Manager | Claude Sonnet
4
RO
Guardian-Pro
Risk Officer | Claude Haiku
5
TR
ExecEdge-v2
Trader | Claude Haiku
6
AN
MacroLens-4
Macro Analyst | Claude Sonnet
7
QR
StatArb-Neural
Stat Arb Quant | DeepSeek
8
PM
SectorRot-v1
Sector PM | Claude Haiku
9
RO
TailRisk-Lite
Tail Risk Monitor | Claude Haiku
10
TR
DarkPool-Scan
Dark Pool Trader | DeepSeek
Score Breakdown
Signal Accuracy30%
Risk-Adjusted Return25%
Execution Quality20%
Consistency15%
Collaboration Score10%
Settings
System configuration
General
F
Fund Name
Display name for this fund
Atlas Fund >
S
Strategy Type
Primary investment strategy
Multi-Strat >
T
Time Zone
Market hours reference
UTC+8 >
Execution
A
Auto-Execute Trades
Execute signals without manual approval
R
Run on Schedule
Automatic DAG runs during market hours
C
Schedule Cron
Execution frequency
Hourly >
Risk Controls
V
VaR Limit
Daily Value-at-Risk threshold
2.5% >
D
Drawdown Stop
Auto-halt on drawdown breach
L
Leverage Cap
Maximum gross leverage ratio
3.0x >
P
Position Size Cap
Max single-name concentration
5.0% >
Notifications
N
Push Notifications
Trade alerts + risk warnings
E
Email Reports
Daily P&L + weekly summary
MOTA AI Hedge Fund v1.0.0
yumo-workflow engine