The Problem: Institutional Tools Were Never Built for You¶
Every professional investor knows the frustration. The analytics that actually matter — real-time streaming quotes, Value at Risk, factor decomposition, risk limit monitoring — have historically lived behind six-figure terminal subscriptions. Smaller funds, independent advisors, and sophisticated self-directed investors have had to make do with fragmented tools, end-of-day data, and dashboards they cannot customise.
Genesis RM was built to close that gap.
We set out with three non-negotiable principles:
- Professional risk analytics should not require an institutional budget
- Real-time data is a requirement, not a premium feature
- Customisation must be deep enough to fit any investor’s actual workflow
Real-Time Market Data Architecture¶
Many platforms claim “real-time” data. Genesis RM is specific about what that means.
Market data flows through a three-tier architecture designed to deliver the freshest available price at every request, with zero inconsistency across widgets: Tier 1 IEX Websocket (Tiingo), Tier 2 Redis, Tier 3 Database
This architecture means every widget is a single source of truth consumer. No stale prices. No widget showing a price from a different timestamp.
Risk Analytics: What Genesis RM Actually Calculates¶
Value at Risk (VaR)¶
Genesis RM implements three VaR methodologies, all configurable per portfolio:
| Method | Description |
|---|---|
| Historical Simulation | Uses actual daily returns over a configurable lookback window (default 5 years) |
| Parametric (Variance-Covariance) | Normal distribution assumption with portfolio covariance matrix |
| Monte Carlo Simulation | N-scenario simulation of correlated asset returns |
Supported confidence levels: 95%, 99%, and 99.5%. Horizon is configurable (1-day default). The VaR Calculator widget also computes Expected Shortfall (CVaR) — the expected loss given that VaR is breached — which is more informative than VaR alone for fat-tailed portfolios.
For portfolios with multiple positions, Marginal VaR and Component VaR are computed per position, showing exactly which holdings contribute most to total portfolio risk.
Risk Limits and Breach Monitoring¶
The Limit Monitor widget lets you define and track rule-based risk limits:
- Price limits: Trigger at defined price levels for any symbol in your portfolio
- VaR limits: Alert when portfolio VaR at 95% or 99% confidence exceeds a threshold
- Position concentration limits: Alert when a single position exceeds a defined % of portfolio
- Sector concentration limits: Alert when any sector exceeds a defined % of total exposure
Every breach is recorded to the database with a timestamp, the breaching value, and the configured threshold. You can acknowledge individual breaches, review breach history, and configure cooldown periods to suppress repeated alerts during sustained breach conditions.
P&L Attribution and Factor Exposure¶
P&L Attribution breaks down portfolio profit and loss by individual position and by sector, making it immediately clear which holdings drove performance on any given day or period.
Factor Exposure goes deeper: a Barra-style multi-factor model decomposes portfolio risk into contributions from market beta, sector tilts, and style factors (size, value, momentum). If your portfolio is underperforming, factor decomposition tells you whether it is a market beta issue, a sector rotation headwind, or a style factor reversal — before the quarter-end review.
Customisable Workspaces: Your Layout, Your Logic¶
The workspace system is where all of the above comes together in a layout you control.
Each workspace is a multi-page drag-and-drop grid built on a 12-column GridStack.js canvas. Switch between workspaces such Market Overview, Risk Dashboard, and Macro Research in a few clicks.
The full widget library spans five categories:
Market: Watchlist, Market Heatmap, Price Card, Company Overview
Analytics and Risk: Professional Chart, VaR Calculator, Portfolio Risk Metrics, Limit Monitor, P&L Attribution, Sector Allocation, Factor Exposure, Fundamentals Analysis
Macroeconomics: Recession Monitor (yield curve + probability), Inflation Monitor (CPI/PCE), Consumer Sentiment (UMCSENT), Employment Monitor (Nonfarm Payrolls), Financial Stress (STLFSI + VIX + credit spreads), ECB Rate Monitor vs. Fed Funds Rate
Portfolio: Dashboard Overview
News: News Feed with NLP-powered Named Entity Recognition (NER) — articles are automatically tagged with the companies and tickers they discuss
Layouts auto-save continuously in the background.
Fundamental Data: Straight from the Source¶
The Fundamentals Analysis widget pulls financial statement data directly from SEC XBRL filings via the SEC EDGAR API. That means income statements, balance sheets, and cash flow statements sourced from the company’s own regulatory filings — not third-party estimates that can differ between vendors.
You can view revenue, operating income, net income, EPS, total assets, total liabilities, free cash flow, and dozens of other line items across multiple quarters and annual periods, all within your workspace.
Macro Indicators: FRED Data Built In¶
The macroeconomic widgets pull directly from the Federal Reserve Economic Data (FRED) API, giving you authoritative time-series for the indicators that move markets:
- Nonfarm Payrolls (PAYEMS) — the most-watched monthly labor market release
- University of Michigan Consumer Sentiment (UMCSENT) — a leading consumer confidence indicator
- CPI and PCE — the two headline inflation measures tracked by the Fed
- St. Louis Fed Financial Stress Index (STLFSI) — seventeen weekly data series aggregated into a single stress score
- Yield curve spread — used by the Recession Monitor to calculate inversion depth and probability
Frequently Asked Questions¶
What asset classes are supported? Equities and ETFs are supported through the Tiingo IEX WebSocket data provider. The fundamentals and SEC filing widgets are equity-only.
How fresh is the market data? During US market hours, the Tiingo IEX WebSocket streams live trade and quote.
Get Started¶
Genesis RM is available now. Create your account and build your first workspace in minutes.
“The best risk management tool is the one you actually use every day.” — Genesis RM Team
Have questions? Reach out at info@genesis-rm.com or join the conversation on Reddit. To see the workspace system in detail, read our complete workspace guide.