daringanitch Run a portfolio-level risk analysis:
- CONCENTRATION — sector exposure, geographic exposure, market cap skew
- FACTOR EXPOSURE — am I long value, growth, momentum, quality? What's my net factor bet?
- CORRELATION — which positions move together? Where am I doubling up on the same thesis?
- MACRO SENSITIVITY — how does this portfolio perform if: rates +100bps / rates -100bps / recession / dollar +10%?
- LIQUIDITY — which positions could I exit in 1 day at <1% market impact?
- BLIND SPOTS — what risk am I not seeing? What would hurt all of these at once?
Output: a heat map of risks and 2–3 rebalancing recommendations.