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Documentation Index

Fetch the complete documentation index at: https://sourcetable.com/docs/llms.txt

Use this file to discover all available pages before exploring further.

Sourcetable’s portfolio management tools help you construct, optimize, and analyze investment portfolios.

Portfolio manager

The portfolio manager optimizes allocation across assets to maximize risk-adjusted returns:
  • Sharpe ratio optimization — maximize return per unit of risk
  • Minimum risk portfolio — find the allocation with the lowest volatility
  • Target return — optimize for a specific return target while minimizing risk
  • Ray Dalio Holy Grail — construct a portfolio using the diversification principles from Bridgewater’s All Weather strategy

Correlation analyst

Analyze the relationships between assets in your portfolio:
  • Correlation matrix — see how assets move relative to each other
  • Pairs trading — identify correlated pairs for market-neutral strategies
  • Diversification scoring — assess how well-diversified your portfolio is

Using portfolio management

Ask the AI:
  • “Optimize a portfolio of AAPL, MSFT, GOOGL, AMZN, and TSLA for maximum Sharpe ratio”
  • “What’s the minimum risk allocation for these 10 stocks?”
  • “Build a diversified portfolio based on the Holy Grail principle”
  • “Show me the correlation matrix for my current holdings”
  • “Identify pairs trading opportunities in the tech sector”

Backtesting

Test your portfolio strategy against historical data using the backtester:
  • Simulate performance over any historical period
  • Compare against benchmarks (S&P 500, Nasdaq, etc.)
  • Calculate Sharpe ratio, Sortino ratio, max drawdown, and CAGR
  • Run multi-analyst combinations to blend fundamental, technical, and sentiment signals
Example:
  • “Backtest a 60/40 stock/bond portfolio over the last 20 years”
  • “Compare the Sharpe ratios of momentum vs. value strategies from 2015 to 2024”