synthengine w/ whemo

Introduction

portfolio optimizer for the synthdata hackathon. takes a capital amount or existing positions, fetches synth api ai price percentiles (p5-p95), and runs risk parity allocation where each asset contributes equally to total portfolio risk. the weights are forward-looking by design: instead of historical vol, the optimizer uses what the model expects going forward. output is a full analysis dashboard: optimal allocation with exact share counts, by/sell/hold signals, drift monitoring against target weights, 7-day monte carlo with var/cvar, synth ai vol vs historical vol comparison, 24h forecast, and a 9-month backtest against spy.

Recognition