AI² Investment ControlOS

Powered by Frida: A unified control plane that governs predictive intelligence, prescriptive optimization, and decision governance using enforceable risk constraints—so strategies stay inside your rules in any market.

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Core Features: Interconnected For Unmatched Confidence

Policy & Constraint Engine

Enforce hard/soft portfolio rules across exposure, drawdown, liquidity, leverage, and mandate limits.
Turns investment guidelines into real-time controls that govern every recommendation and action.

Exposure Governance (Factor/Sector/Macro)

Sector, factor, style, and concentration caps to prevent drift and hidden clustering.
Macro overlays gate risk (risk-on/off) so exposure stays aligned with the market state.

Drawdown & Path Risk Control

Max drawdown constraints + conditional drawdown risk controls (CDaR-style logic)
“Underwater” monitoring and recovery rules

VaR / CVaR / Stress Controls

VaR / expected shortfall constraints
Scenario stress testing + shock constraints (rate spikes, volatility regimes)

Action Governance

Position sizing and target-weight recommendations with liquidity-aware limits
Policy-based escalation mode (pause recommendations, tighten limits, require approval)

Explainability & Audit Trails

Every action has: trigger → rule → rationale → recommended action
Compliance-ready decision logs

Shorting & Leverage Governance (Controlled Short Exposure)

Short exposure limits by symbol/sector/strategy with borrow-aware gating and squeeze-risk controls.
Risk-on/off overlays to enable, reduce, hedge, or pause shorting based on regime and event risk.

Regime Intelligence

Hidden Markov Model regime inference for volatility, trend, correlation, and liquidity shifts.
Automatically switches control profiles as regimes change—without manual intervention.

Tail Risk + Risk Sequence Controls (Path Risk)

Controls sequence-of-returns risk, correlation spikes, gap risk, and volatility expansion.
Triggers defenses: staged de-risking, hedging posture shifts, deleveraging, or pause.

Liquidity & Market Impact Governance

Liquidity constraints (days-to-exit, volume participation caps) to prevent trapped positions.
Execution throttles and impact-aware sizing to reduce slippage in fast or thin markets.

Transaction Cost Modeling (Net-of-Cost Control)

Models spread, slippage, commissions, and market impact inside the decision loop.
Optimizes net-of-cost actions and suppresses turnover when costs exceed expected edge.

Catalyst & Event Risk Governance

Automatically tightens controls around earnings, FDA decisions, macro releases, guidance, and corporate actions.
Adjusts exposure caps, shorting/leverage permissions, and execution aggressiveness during high-gap windows.

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What Makes Acumentica’s Investment ControlOS Different?

We solve complex investment problems

Your Investment GROWTH Is Our Success

Control Plane Architecture

Not just analytics — an enforceable policy layer that governs portfolio decisions end-to-end.
It approves / blocks / resizes / de-risks recommendations against your mandate before anything is acted on externally.

Path-Risk Control (Sequence-of-Returns Focus)

Most systems manage “snapshot risk.” We control drawdown path and sequence risk with staged mitigation policies that adapt as conditions evolve.

Constraint-First Prescriptions

Recommendations are generated inside constraints (drawdown/path risk, VaR/CVaR-style limits, sector/factor caps, liquidity, leverage).
No “optimize first, then check” workflow.

Real-World Feasibility (Net-of-Cost + Liquidity-Aware)

Constraints incorporate transaction cost modeling and liquidity feasibility (days-to-exit / participation assumptions), so recommendations are realistic and not paper-alpha.

Agentive Oversight (No-Trade Automation)

Agents don’t trade — they monitor, detect exceptions, and generate playbooks.
When thresholds are threatened or breached, the system produces ranked actions (de-risk, hedge suggestion, rebalance targets, pause-risk posture) with rationale.

Adaptive Policy Switching (Regime + Event Intelligence)

Regime HMM + event-driven gating automatically tightens or relaxes guardrails around volatility shifts and catalysts (earnings, FDA, macro), without manual rewiring.

Unified Intelligence Stream

Predictive signals, prescriptive optimization, factor models, PCA risk modes, and regime/event intelligence flow into one auditable control decision stream.

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Key Benefits Of Our AI² Investment ControlOS

Limit Drawdowns
Enforce drawdown rules and de-risk triggers before losses compound.
Govern Risk Proactively
VaR/CVaR + stress constraints guard the portfolio under volatility.
Reduce “Human Drift”
Prescriptive analytics for informed decision-making.
Explain Every Action
Audit-ready lineage from data → rule → decision.
Scale Across Portfolios
One control framework for multiple accounts, strategies, and mandates.