Kymera Integrator

Kymera Strategy Integrator

Manages bidirectional integration between portfolio and mean-reversion systems. Orchestrates data flow, monitors system health, and enables unified operation.

Capabilities

• Bidirectional Data Flow: Portfolio metrics → MR parameters, MR trades → portfolio projections
• System Correlation: Detect divergence between systems
• Health Monitoring: Real-time monitoring of both systems
• Capital Allocation: Dynamic rebalancing recommendations
• Integration Issues: Detect and report integration problems

Use Cases

1. Run Integration Cycle

   /kymera-integrator sync
   

2. Check System Alignment

   /kymera-integrator check-alignment
   

3. Generate Integration Report

   /kymera-integrator report
   

Integration Points

• Portfolio → Strategy: Metrics extraction, parameter configuration
• Strategy → Portfolio: Trade results, correlation analysis
• Risk Management: Enforcement across both systems
• Monitoring: Unified dashboard

Health Checks

• Win rate correlation (target: <10% divergence)
• Profit factor alignment
• System-specific alerts
• Rebalancing triggers

Author

Aaron Storey | Kymera Strategy (Nov 2025)