Constraint-Aware Optimization
Mean-risk, efficient frontier, and Monte Carlo solvers with sector caps, ESG screens, position limits, and tax constraints.
For Portfolio Managers
Buy-Side Analytics Without the Bloat
Constraint-aware optimization, scenario stress testing, factor attribution, and an AI research layer — purpose-built for institutional PMs who need answers, not 400-page manuals.
What you get
The institutional toolkit, reassembled for speed
Optimization, stress testing, attribution, drift, and AI research — wired together in one workspace.
Scenario Stress Testing
Replay 2008 GFC, COVID-19, dot-com, 2022 rate shock, or build custom multi-leg shocks — get VaR, CVaR, and attribution.
Risk Decomposition
Position, sector, factor, and currency contribution to portfolio risk — refreshed live as positions change.
Drift & Rebalancing
Real-time drift vs IPS targets across master and proposed allocations, with auto-generated rebalance trade lists.
Performance Attribution
Brinson-style attribution — allocation, selection, interaction. Multi-period and against any blended benchmark.
Multi-Portfolio Aggregation
Aggregate strategies, sleeves, or sub-accounts into a master view. Look-through to ETF holdings supported.
14+ Benchmarks
SPY, QQQ, DIA, custom blended benchmarks, IPS targets — track everything with trailing returns and capture ratios.
News & Earnings Intelligence
Earnings flash notes, SEC filing summaries, and news catalysts on every position — pushed proactively.
AI Risk Analyst
Conversational AI that answers "what's my concentration risk?" or "how would I behave in a 2008 replay?" in seconds.
Optimize Without Blowing Up Constraints
Solvers that respect your mandate
Off-the-shelf optimizers give you mathematically perfect answers that often violate your investment policy. Inspolio treats sector caps, position limits, ESG screens, tracking-error bands, and tax-lot constraints as hard rules — then maximizes risk-adjusted return inside the feasible region.
- Mean-risk, efficient frontier, and Monte Carlo solvers in one engine
- Hard constraints: sector, position, factor, ESG, country exclusions
- Soft objectives: tracking error vs benchmark, after-tax return, turnover budget
- Side-by-side before/after with full attribution
Defensible Risk Numbers
Walk into the risk committee with answers, not questions
Inspolio's risk engine produces the numbers your CRO and investment committee actually ask about — Value at Risk, Conditional VaR, max drawdown under historical scenarios, factor exposures, and concentration risk — with position-level attribution for every number.
- VaR and CVaR at 95% / 99% across 1-day, 1-week, and 1-month horizons
- Historical scenario replay: 2008, 2020, dot-com, 2022 rate shock, and more
- Position, sector, and factor attribution for every shock
- Correlation-stress mode to model diversification breakdown
FAQ
Portfolio Manager FAQ
Built for the Buy Side
Run your book on modern analytics
Inspolio is what portfolio managers wish their existing risk and analytics platform felt like — fast, conversational, and built around the actual decisions you have to make.