Measure a portfolio
measure_portfolioMeasure a portfolio from its price history: how many independent bets it really holds (effective bets), which holding carries risk out of line with its money, what it owns through its funds (with how much of the money that view covers), what past crises did to it in money with the time it took to come back, and the engine's full report with every figure numbered F1, F2… beside the method that produced it. Descriptive: no forecast, no advice.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base | No | Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD. | |
| holdings | Yes | What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| _fence | Yes | What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result. | |
| report | No | The numbered report: every figure beside its method. | |
| stress | No | What past crises did to this mix, replayed on its holdings. | |
| structure | No | How many independent bets the holdings add up to and who carries the risk. | |
| lookthrough | No | What the portfolio owns through its funds. |