SigmaField
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WorkstationComing soon

SigmaField Portfolio

Performance, risk and optimisation for real portfolios. Bring your holdings, see where the risk comes from, and test changes before you make them.

Learn the methods

What it does

Everything a portfolio review needs.

  • Performance

    Returns over any period and against a benchmark: time- and money-weighted returns, drawdowns, rolling volatility and Sharpe ratios.

  • Risk

    Volatility, value at risk and expected shortfall, with each holding's share of the total risk.

  • Optimisation

    Mean–variance, risk parity and other objectives, with limits on weights, groups and turnover.

  • Scenarios

    Stress tests and what-if changes, so you see the effect of a trade before you make it.

  • Reports and exports

    Saved portfolios and reports, with exports to Excel, CSV and PDF.

  • Your data stays yours

    Load holdings and prices from your own files. The analysis runs on your device, and nothing is stored unless you save it.

The track behind itPortfolio and InvestmentFinancial Econometrics and Machine Learning for Finance, then Portfolio Optimization: the methods this workstation runs.See the track →
Open-source engineFinalyticsAn open-source Rust library for portfolio analysis and optimisation, compiled to run in your browser.Finalytics on GitHub →