Layer 3 · Strategy Vessels

Strategy frameworks composing multiple signals — CASA cross-asset, Institution composites, Portfolio optimization

Modules: 11 total · 10 Active (shipped)

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✅ Active (shipped)

Goldened, validated, and deployed to Canvas

Institution Committee — Multi-Agent Debate Aggregation (Tier 5)

Canvas multi-agent institution debate node: starts N configured institution_agents (different identities / biases / voiceStyles), runs a multi-round debate (...

Institution Composite — Institution Composite Node (Tier 5 + Subgraph)

Canvas institution composite node: expands into an institution_committee subgraph → runs a full debate → outputs a CIDE-6.1 InstitutionDecision, then three E...

Portfolio Correlation Matrix (Pearson / Ledoit-Wolf / OAS)

N×N correlation matrix over N symbols' daily returns, with three estimators: Pearson (classic sample), Ledoit-Wolf shrinkage (PSD guaranteed), and OAS (Gauss...

Portfolio Optimization (Markowitz + Risk Parity via SLSQP)

Multi-asset Markowitz mean-variance optimization + risk parity (ERC) via scipy.optimize.minimize SLSQP. Three objectives: sharpe (max Sharpe) / min_variance ...

Portfolio Risk Metrics Route (VaR / CVaR / Beta)

Historical risk metrics for a single symbol vs a benchmark: VaR / CVaR (95% + 99%), annualized volatility, max drawdown, beta, annual return, Sharpe. The rou...

Rate Transmission — Cross-Asset Rate Shock Transmission

Canvas rate-shock transmission node: given rate_change_bps (bp magnitude) + duration + FX sensitivity + equity_duration, return first-order % impacts on bond...

Canvas Risk Management Graphlet (wraps portfolio_risk_metrics route)

The Canvas risk-management graphlet: automatically collects the symbol from the upstream price_factor node and POSTs to the /portfolio/risk-metrics route. ...

Risk Parity (Equal Risk Contribution)

Given an NxN covariance matrix, solve — via the Maillard (2010) fixed-point iteration — for weights where every asset contributes equal risk (Equal Risk Cont...

Strategy Vessel — Strategy Container Node

Canvas strategy container node: merges multiple upstream signals (technical_analysis / BLCV / bull_agent / bear_agent / reflexivity_detector etc.) into a sin...

Style Rotation Strategy

Walk-forward rotation backtest of a style/sector ETF basket vs a benchmark, plus the current target weights. At each rebalance it scores the basket from PAST...

📝 Draft

Placeholder stub — pending research references, formulas, golden test

Regime Spread — the state trade, stated

Reads a long-basket-minus-short-basket spread BY driver state: per-state mean, dispersion and hit-rate. Answers whether a relative-value trade is really a st...