AI Portfolio Rebalancer

An intelligent portfolio management system that continuously monitors your holdings and rebalances to maximise risk-adjusted returns.

Portfolio Analysis:

• Modern Portfolio Theory (MPT) optimization
• Black-Litterman model with AI-generated views
• Risk parity allocation across asset classes
• Correlation matrix with regime change detection
• Monte Carlo simulation for portfolio stress testing

AI Optimization:

• GPT-4o generates macro views from news analysis
• ML-predicted expected returns per asset
• Dynamic risk tolerance adjustment based on market vol
• Tax-loss harvesting opportunity detection
• Drawdown-aware rebalancing triggers

Execution:

• Multi-exchange execution (Binance, Coinbase, Kraken, Interactive Brokers)
• Smart order routing for best execution
• Threshold-based rebalancing (only trade when drift exceeds target)
• Calendar rebalancing (daily, weekly, monthly)
• Minimum trade size filters to avoid dust

Risk Management:

• Value at Risk (VaR) calculation — 95% and 99%
• Maximum drawdown tracking and alerts
• Sharpe ratio monitoring in real-time
• Asset concentration limits
• Sector/chain exposure caps

Reporting:

• Portfolio performance attribution
• Benchmark comparison (SPY, BTC, custom)
• Monthly investor-ready PDF reports
• Tax reporting with cost basis tracking
• Transaction history with full audit trail

Tech Stack:

• Python 3.11+ (NumPy, SciPy, cvxpy)
• OpenAI GPT-4o for market views
• PostgreSQL for portfolio history
• React dashboard with Recharts
• Docker Compose deployment