Systems

Investment systems, organized by operating role.

SlackQuant separates portfolio operating infrastructure, investment strategy engines, and risk & analytics systems. Strategy engines are further grouped by opportunity domain—multi-asset and equity alpha—while related research remains independently versioned under Research.

Three-layer system architecture

Clear roles. Distinct strategy domains.

The hierarchy distinguishes where a system sits in the investment process from the market domain in which a strategy operates. Portfolio Operations handles integration and portfolio-level decisions; Investment Strategies generate positions; Risk & Analytics supports diagnosis and stress interpretation.

Portfolio operating layer

Portfolio Operations

The portfolio-level operating layer determines which strategy providers are admitted, how their decisions are combined, and how the resulting portfolio is monitored over time.

SlackQuant Systems

Portfolio Operating System

Portfolio Decision System

Multi-Strategy Portfolio Integration, Adaptive Risk Control, and Dynamic FX

SlackQuant's multi-strategy portfolio operating system. PDS Core combines independently maintained strategy providers, PDS Adaptive adds a bounded hybrid risk-control layer that combines an RL signal with independent volatility confirmation, and Dynamic FX applies a separately managed investor-level currency overlay. The public dashboard shows the current operating state while machine-specific infrastructure remains internal.

Public liveOperational data through October 14, 2026

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Open Dashboard ↗

Investment strategy layer

Investment Strategies

Independent strategy engines generate investable decisions. They are grouped by opportunity domain so multi-asset allocation and benchmark-relative equity alpha remain conceptually distinct without being treated as different operating layers.

Multi-asset family

Multi-Asset Strategies

Cross-asset strategy engines that generate portfolio allocations under their own decision rules, timing conventions, and research processes.

SlackQuant Systems

Multi-Asset Strategy

ADAA

Autonomous Dynamic Asset Allocation

A live multi-asset strategy built around Decision Diversification: combining complementary decision horizons, cross-asset opportunity views, defensive responses, and persistence so the portfolio does not depend on a single allocation rule. Official decisions, current drift, and provisional preview states are shown separately.

Public liveMonthly decision cycle

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Open Dashboard ↗Working Paper ↗

SlackQuant Systems

Multi-Asset Strategy

Forecast-to-Rank Allocation (F2R)

Machine-Learning Cross-Asset Portfolio Strategy

Forecast-to-Rank Allocation (F2R) is a live cross-asset strategy combining conventional supervised machine learning with Chronos-2. Forecasts from different models are converted into a common rank-based ordering before the monthly portfolio is formed. The public site explains the model families and decision architecture, while low-level construction parameters remain private.

Public liveMonthly decision cycle

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Equity alpha family

Equity Alpha Strategies

Benchmark-aware equity strategies that select and allocate within the global equity ETF opportunity set, with explicit benchmark-relative portfolio evaluation.

SlackQuant Systems

Equity Alpha Strategy

Equity Alpha

Benchmark-Aware Global Equity ETF Portfolio

A three-layer global equity strategy combining ML-based ETF selection, independent regional momentum allocation, and a selective Theme / Sector / Style path. ETF-level decisions are merged into one final portfolio and evaluated against ACWI with daily-first performance and explicit active-risk measures.

Public liveMonthly decision cycle

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Risk & analytics layer

Risk & Scenario Analysis

Analytical systems support portfolio diagnosis, scenario analysis, and stress interpretation without acting as standalone allocation strategies.

SlackQuant Systems

Risk & Analytics System

Multi-Asset Scenario Stress Lab

Evidence-Constrained Scenario Analysis for Portfolio Stress Decision Support

A human-in-the-loop multi-asset system for exploring portfolio behavior under plausible joint market stress. It organizes conditional scenarios into interpretable stress archetypes and revalues portfolios on a common scenario set, with a transparent historical comparator retained for context. Designed for portfolio stress decision support, not market timing or automated allocation.

Public liveValidated baseline v1 · On-demand analysis

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Open Dashboard ↗Technical White Paper ↗

The three layers describe operating roles, not performance ranking. Multi-Asset Strategies and Equity Alpha Strategies are peer families inside the Investment Strategy Layer; PDS remains the portfolio operating layer, while the Stress Lab remains a risk & analytics system.