Once a book carries options, legged positions and more than one strategy, the spreadsheet and the broker risk screen stop being trustworthy, and no record survives of how a figure was produced. TradePolaris connects to current positions, recalculates risk as the book changes, surfaces limit breaches, lets you test a change before acting, and keeps the method, data version and decision context with every result.
Platform defaults and coverage figures — not performance claims.
Aegis recomputes VaR, stress and factor exposure as the book changes, and surfaces a limit breach on the panel. VaR of record is revalued, not delta-approximated, for options and legged books.
Every figure states its method and data version, and a proposed change is tested against the live book before it is acted on. The record can be exported for a CIO, an investment committee or an LP.
Offsetting positions net across sleeves before risk is computed, so a hedge is not charged twice.
Every run keeps its fold-by-fold results, gate verdicts and the dataset version it used, so the same retained version can be inspected again later.
Walk-forward only, deflated Sharpe, PBO, and costs that are not optimistic. A curve-fit is rejected rather than footnoted.
The surfaces that matter most for this job, in the order you would meet them.
Measure the risk in the portfolio you hold.
Explore →VALIDATETest a strategy on data it has not seen.
Explore →BUILD & PROVEBuild a strategy and test the rules before you use it.
Explore →DATA APIQuery versioned market data through an API.
Explore →Tell us what you run and we will show you the parts that matter, on one of your own books.