Prediction-Market Portfolio Margin — Live Dashboard v2.1

Editable multi-asset book · joint Monte-Carlo with within-class & cross-class (risk-on) systematic factors · asset hierarchy → clusters → concentration floor. Recomputes live; settings & positions persist across sessions.

Full collateralization
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today's requirement
Portfolio margin
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Capital released
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Binding control
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Global

Systematic factors

Two-level factor model. ρwithin = correlation of assets in the same class (e.g. BTC–ETH–SOL). ρcross = the risk-on correlation linking different classes (crypto ↔ equity ↔ macro). Must satisfy ρwithin ≥ ρcross.

Add-ons & floors

Asset hierarchy → clusters

  • Root
    • Risk assets
      • Crypto joint MC BTC · ETH · SOL
      • Equity joint MC S&P 500
      • Macro / commodities joint MC WTI oil
    • Politics
      • Election mutually exclusive
    • Sports
      • Independent book 20 idiosyncratic
Crypto, Equity and Macro are simulated in one joint Monte-Carlo: assets in the same class correlate at ρwithin; different classes correlate at ρcross through the shared risk-on factor. Positions inside a cluster net exactly (build a hedge below and watch its ES fall); across clusters the hierarchy correlation applies.

Positions — editable; BTC/ETH/SOL→Crypto, SPX→Equity, OIL→Macro

Cluster risk

Generated correlations

Same crypto class 0.68; risk-on cross-class 0.35; non-risk branches ≈ 0; parlay via shared legs.

Margin build-up

Margin waterfall

Cluster: stressed loss vs gross

Risk-asset book — Monte-Carlo loss distribution