import { Card, Empty, PageHeader } from "@/components/ui";
export default function PortfolioPage() {
return (
<>
- Covariance estimation on stored bars: sample, Ledoit–Wolf shrinkage, EWMA.
- Allocators: volatility targeting, inverse-volatility, hierarchical risk parity, mean–variance with shrinkage, CVaR minimisation (cvxpy).
- Constraints: long-only (spot), per-asset caps, minimum notional per leg, turnover penalty, cash buffer.
- Rebalance simulation through the same event-driven backtester and cost model as single-strategy runs.
- Stress scenarios: correlated drawdowns, liquidity collapse, spread widening.
Universe (symbols from the ingestion universe), interval, estimation window, allocator, constraints, rebalance frequency, cost model.
>
);
}