P
Profile Dashboard
Portfolio overview -- Morning Report
2 ALERTS
Total NAV
$268K
3 Holdings
Position Breakdown
Value at Risk (Daily VaR %)
4.24%
2.1x LIMIT
95% conf.
VaR has risen from 2.18% (3M avg) to 4.24% (current), breaching the 2% limit for 12 consecutive days. Driven by 1347.HK concentration + rising HK equity volatility.
30d ago 20d 10d Today
Stress Tests (Worst-Case Loss %)
-56.8%
GFC SCENARIO
-$152K
Worst-case loss deepened from -38.6% (3M avg) to -56.8% (current). Driven by 1347.HK concentration (64.8%) and rising HK equity volatility.
30d ago 20d 10d Today
View scenarios & breakdown
Barra Factor Exposure
Top 3 by Factor Delta
HK 72.5% | US 27.5%
MARKET_HK
35.3% VAR
$241,763
3067.HK daily return | Loading 1.244 | Worst 1D -$6,779
CHINA_PURE
32.7% VAR
$235,814
3067 residualised vs SPY | Loading 1.214 | Worst 1D -$6,357
IDIO_1347
59.9% VAR
$173,650
1347 residual after MARKET_HK | Loading 0.894 | Worst 1D -$9,102
View all 7 factors by region
Efficient Frontier
Mean-Variance Optimization
CAPM Multi-Factor | Damodaran Implied ERP
6%
8%
10%
12%
14%
15%
20%
25%
30%
35%
40%
Volatility (Ann.)
E(R) Ann.
Rf 4.25%
CML
Max Sharpe
SPY
3067
1347
Current
11.4% / 27.4%
View model parameters & factor loadings
Team
Agent status, configuration & execution
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
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
Decision
Action items & portfolio recommendations
6 Action Items
1 completed / 2 in progress / 3 pending
Urgent Priority
Trim 1347.HK Position
Reduce from 64.8% to 52%. Concentration exceeds 50% limit. Reinvest proceeds into SPY for diversification.
CONCENTRATION
Impact: VaR -1.8%
Hedge HKD Exposure
72.5% HKD exposure creates FX risk. Add USD/HKD forward or reduce HK equity weight.
FX RISK
Impact: FX loss -6.8% NAV
Add 3067.HK Position
Increase from 7.7% to 12-15%. Low correlation (0.040 with SPY) provides diversification. Defensive utility exposure.
OPPORTUNITY
Impact: Sharpe +0.12
Medium Priority
Review VaR Model Parameters
VaR rising for 12 consecutive days. Validate lookback window and vol assumptions against current regime.
RISK MODEL
Update Stress Test Scenarios
Add 2024 geopolitical scenario to stress framework. Completed by Risk Officer.
DONE
Low Priority
Explore Commodity Diversification
Evaluate gold or commodity ETF as tail-risk hedge. Low urgency -- exploratory research only.
RESEARCH
Expected Outcomes (if all urgent actions executed)
View detailed action analysis
Talents Market
Agent performance rankings
All Roles
Analyst
PM
Quant
Risk
Trader
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 Accuracy 30%
Risk-Adjusted Return 25%
Execution Quality 20%
Consistency 15%
Collaboration Score 10%
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
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