HYPER-RISK EXECUTION WORKSPACE

Select Operational Mode

Choose between pre-trade portfolio structuring and factor simulation, or on-chain position surveillance.

AVAILABLE NOW

Pre-Trade

Portfolio Simulation & Factor Risk Analysis

Engineered to perform pre-trade portfolio structuring, Frisch-Waugh-Lovell multi-factor risk decomposition, and Euler risk budgeting. Formulate carry-aware QP hedges, stress-test macroeconomic shocks, and evaluate collateral margin allocation before committing capital.

BETA

Post-Trade

Live Execution & On-Chain Surveillance

Connect wallet to read live Hyperliquid perps and vault positions. Recompute risk on live book, generate hedge proposals with impact metrics (VaR Δ, funding, margin), and submit to Hyperliquid L1 through safety gates.

Orthos Orthos
Home
MARKET STREAM
BTC $80,571.00 -0.88%
ETH $2,579.50 -2.17%
HYPE $90.91 -1.88%
SP500 $7,638.20 -0.10%
GOLD $4,370.20 -0.12%
OIL $100.67 +1.08%
JPY ¥156.14 -0.47%
Snapshot: Syncing... | Source: Live L1 Clearinghouse
Portfolio Volatility
--
Annualized 30D Window
Variance Reduction
--
vs. Carry-Aware Hedge Optimizer
95% Daily VaR
--
Parametric Dollar VaR
Net Annual Carry
--
Funding Fee Yield APY
Cross Margin Health
--
Collateral Cushion Ratio
Account Leverage
--
Effective Gross Exposure
Cumulative Performance & Tracking Trajectory
Portfolio growth vs. BTC Macro Benchmark & S&P 500 TradFi Reference
Multi-Asset Risk vs. Return Positioning
Volatility σ vs. Expected Return μ (Bubble radius = Dollar Notional)
Euler Factor Space
Euler Risk Allocation (PCR %) vs Capital Weight (%)
EulerCore™ Closed-Form Decomposition by Sector
Systemic Factor Betas & Hedging Exposure
Sensitivity to Macro BTC, S&P 500, Gold, and HYPE factors
Orthos™ Factor Loadings
Position Manager →
Manage active contract sizes, long/short sides, isolated/cross margin, and leverage.
Portfolio Optimizer →
Carry-aware factor neutralization, capital-efficient margin, and ADL de-concentration.
Margin & Solvency →
Audit cross margin collateral buffer, liquidation prices, and 3-sigma shock safety.
Performance Attribution →
Analyze active returns, specific alpha, factor tracking error, and Sharpe ratio.
Statistical Factors (RPCA) →
Non-convex PCP (M = L + S), Scree variance decomposition, and 90D/7D weekly frozen recalibration.
Portfolio Position Manager Book: Default
ACTIVE BOOK:
Instrument Deployer / Standard Market Side Size (Coins) Mark Price Notional (USD) Margin Lev
Positions: 2
Long: $0.00
Short: $0.00
Gross Notional: $0.00
Collateral Valuation & Required Margin Allocation
Cross-Margin Collateral
Configure multi-asset collateral mix to back cross-margin requirements. Hyperliquid allows Spot BTC (50% LTV, 75% partial liquidation) and Spot HYPE (65% LTV, 82.5% partial liquidation) to back perpetual positions by automatically borrowing synthetic USDC debt against supplied spot reserves.
Required Perp Margin
$0.00
Supplied Collateral Value
$0.00
Borrowed USDC Debt
$0.00
Collateral Health Factor
100.0%
USDC (Cash Margin) 100% LTV • AUTO-BALANCED
%
$0.00 USD +3.0% Supply Yield
BTC (Spot Collateral) 50% LTV • 75% LIQ
%
0.0000 BTC ($0.00 spot) Liq: $0 (-33.3%)
HYPE (Spot Collateral) 65% LTV • 82.5% LIQ
%
0.00 HYPE ($0.00 spot) Liq: $0 (-21.2%)
Presets:
Match: 100.0% ($0.00) • Borrowed USDC: $0.00 (-5% fee) • Health Factor: 100.0% • Risky Share: 40.0% • Net APY: +1.05% • Cashflow: +$176.65 / yr
Factor Risk Variance Decomposition
Prism™ Multi-Factor Model (v2)
Factor Decomposition
Multi-tier institutional factor decomposition across Global Macro, Commodities, Crypto Sectors (L1, L2, DeFi, Meme), and Cross-Sectional Fama-French Styles.
Multi-Factor Loadings (β):
Euler Risk Budgeting (Marginal Risk)
Asset • Weight % • MCR % • PCR % • Dollar Risk ($) ↓
Loading sizing rule...
Position-to-Factor Risk Transmission Flow
Risk Transmission Flow
Bi-linear Euler variance flow tracing how individual positions and spot collateral transmit risk into systemic macro factors, ecosystem drivers, and idiosyncratic specific risk. Hover over any position or factor to isolate its transmission pathways.
Loading Euler Risk Transmission Flow...
coming soon...
Position Margins & Liquidation Distances
Asset Market Margin Lev Notional Liq Price Dist to Liq
Multi-Sigma Factor Stress Testing
Extreme Tail Scenarios
Shock Scenario Simulated UPnL Stressed Health Status
coming soon...
SCENARIO — not a live order Orthos Factor Scenario Lab — apply % shocks to see stressed portfolio metrics. Mode C compare-only.
Factor Shock Configuration
Factor Exposure
Perps
Configure shocks to see factor exposure
PnL Impact
Scenario PnL
--
Margin Health (H)
-- → --
Distance to Liq
-- → --
Status
--
Mode C: Compare-only. No orders signed or submitted.
Active Performance Engine:
Ready
Active Factor Return Decomposition & Alpha Waterfall
Decomposition of portfolio return into macro factors, carry yield, and specific alpha
Orthos Risk Attribution
Realized Return (Ann.)
--
Gross Annualized Return
Factor-Explained Return
--
Systematic Factor Component
Specific Alpha (α)
--
Pure Idiosyncratic Excess Return
Net After Funding Drag
--
Net Realized Cashflow APY
Sharpe Ratio: -- Factor R²: -- Tracking Error: -- Information Ratio: -- Benchmark Beta (βBTC): -- Specific Volatility: --
Factor Return Decomposition (β × F̄)
Brinson & Factor Model

Decomposing total portfolio return into systemic factor exposures and idiosyncratic alpha.

Factor Name • Portfolio Beta (βp) • Factor Return (Ann.) • Return Contribution ↓
Computing factor return decomposition...
Hierarchical Category & Sector Risk Allocation

Percentage Contribution to Risk (PCR) and return contribution aggregated by institutional sector.

Sector / Category • Weight % • Return Contrib • Risk Contrib (PCR) • Notional (USD) ↓
Aggregating sector risk allocations...
Granular Position-Level Attribution & Euler Budgeting
Multi-Asset Execution
Asset • Category • Sector • Weight % • Annual Return • Return Contrib • MCR (Ann.) • Risk Contrib (PCR) • Notional ↓
Computing granular position risk budgeting...
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