Your strategies are validated. Now build the portfolio.
Portfolio Studio turns a library of validated strategies into a deployable portfolio — composed by institutional allocation engines, stress-tested before you risk capital, and ranked by the Casey Strategy Index (CSI).
Four ways to build, one place to do it
Whether you want full control or want the engine to figure it out, Portfolio Studio has a construction mode that fits how you work.
Manual
Hand-pick strategies and weights — full control for traders who know exactly what they want.
Quick Build
Answer a few questions, get a sensible portfolio in seconds.
Composition
The full engine: candidate generation, walk-forward validation, and allocation optimization across your whole library.
Bake-Off
Run up to five portfolio recipes head-to-head on identical data and let the results pick the winner.
Bake-Off Comparison
“Which recipe actually performs better?”
Run up to five portfolio recipes side-by-side on the same historical data. Bake-Off removes the guesswork from allocation decisions — the numbers choose the winner, not intuition.
- Identical data ensures a fair head-to-head comparison
- CSI-ranked results highlight the strongest recipe
- Side-by-side metric breakdown across all recipes
- Save the winner directly as a portfolio
Rotation Configuration
“Which strategies are earning their spot right now?”
Configure your N-of-M rotation schedule with qualification rules, minimum hold periods, and churn limits. Named presets — including AlgoChef Standard — let you get started without tuning every parameter.
- Named presets including AlgoChef Standard
- Configurable schedule: weekly, monthly, quarterly
- Minimum hold periods prevent over-rotation
- Churn limits so one hot month does not whipsaw your lineup
- Qualification rules gate strategies before they enter the roster
Composition Results
“Which strategies made the cut?”
After the engine runs candidate generation and walk-forward validation, the results surface the strategies that passed — ranked and ready for allocation. Review and adjust before committing to a portfolio.
- Candidate strategies ranked by the Casey Strategy Index (CSI)
- Walk-forward validation results per strategy
- Allocation weights from your chosen engine
- One-click save to your portfolio library
Institutional allocation engines, ready to use
Every method runs on your actual historical trade data — not generic market returns.
Equal Capital
Distributes capital evenly across all strategies — simple and transparent.
Equal Risk
Sizes each strategy so its contribution to portfolio risk is balanced.
Kelly
Scales positions based on edge strength relative to risk.
Risk Budgeting
Assigns each strategy a defined share of total portfolio risk.
Hierarchical Risk Parity
Uses a tree-based clustering approach to diversify risk across strategy groups.
Maximum Diversification
Spreads capital to extract the largest diversification benefit from your strategy mix.
CVaR-Aware
Incorporates tail-risk estimates into the allocation process.
Inverse Volatility
Assigns larger weights to lower-volatility strategies.
Trade your strongest strategies. Bench the rest.
Hold a bench of M validated strategies; trade only the top N. Portfolio Studio re-ranks on your schedule — with qualification rules, minimum hold periods, and churn limits so one hot month doesn't whipsaw your lineup.
- Named presets including AlgoChef Standard
- Weekly, monthly, or quarterly re-rank schedules
- Qualification rules gate entry to your active roster
- Minimum hold periods stabilize your lineup
- Churn limits prevent over-rotation on short-lived signals
AlgoChef Standard — a curated preset built around CSI ranking with quarterly re-ranking and conservative churn limits. A sensible starting point for most traders.
Early Access — Portfolio Studio is in Early Access for beta users. Capabilities may expand and limits may change as we roll it out.
Stop guessing.
Start knowing.
Join the waitlist for early access. Validate your strategies with institutional-grade tools.
Trade smarter with institutional tools—no guesswork, no barriers.