Long Term Capital Management Solutions to manage exposure and maximise returns.
Strategy Correlation & Density Mapping
Identifies over-exposure to similar market conditions by measuring correlation between strategies and symbols.
Maximum Equity Drawdown (Portfolio-Level)
Peak-to-trough equity drawdown across all accounts captures correlation risk and strategy interaction.
Drawdown Composition & Attribution
Contribution by strategy, symbol, timeframe, and session Distinguishes structural drawdowns vs temporary volatility
Portfolio Balance Composition
Prevents silent concentration and strategy drift by enabling controlled scaling and automatic exposure decay.
Execution Quality & Slippage Monitoring
Flags broker-specific or infrastructure-driven degradation by tracking slippage, fill quality, and latency impact.
Portfolio Equity Protection Stop (EPS)
Hard portfolio-level equity stops automatically cap maximum drawdown across all strategies.
Volatility-Driven Position Sizing
Position sizes are dynamically set using historical and real-time volatility.
Spot Hedging Protocol
Automatic spot hedges activate based on exposure concentration and drawdown depth.
FX Derivative Hedging Protocol
Options and derivatives are deployed selectively to cap tail risk and reduce convex drawdowns.
Time-Based Cyclical Exposure Controls
Exposure is scaled up or down based on market regimes, and time-in-trade constraints.
Allocation Logic
PORTFOLIO LEVEL
Correlation
≤ 60
per instrument within portfolio
Capital allocated concurrently across instruments with low cross-correlation to preserve diversification.
Correlation
60-80
per instrument within portfolio
Exposure diversified via strategy differentiation (timeframe, entry logic, execution style).
Correlation
≥ 80
per instrument within portfolio
Directional exposure offset through opposing trade bias to neutralize portfolio risk.
Volatility based
Position Sizing
per instrument within portfolio
Allocation scaled dynamically using live volatility and drawdown contribution, not fixed lots.
Drawdown-Weighted
Rebalancing
per instrument within portfolio
Underperforming components are identified and reduced; capital is reallocated to stable contributors.
Portfolio Risk
Enforcement Ceiling
per instrument within portfolio
Aggregate exposure capped at the portfolio level—no single strategy can exceed predefined risk thresholds.
Execution without Emotions
Focus is shifted towards process, not outcomes reducing human interventions.
Strategy-Aware Execution Logic
Execution parameters adapted to strategy type (trend, mean-reversion, hedge, carry) while preserving portfolio consistency.