Engine 01Autonomous Wealth Engine

VALTRIUS

Wealth & Portfolio Engineering

Valtrius replaces rule-based advisory logic with a continuous optimization kernel. Every account is a live portfolio problem: risk budgets, tax lots, liquidity needs and mandate constraints are solved jointly, then rebalanced through minimum-drift vectors.

1.2M
Portfolios optimized / night
01 — Data Flow Architecture

Rebalancing Vector Field

Risk budgets resolve through the convex optimizer into rebalancing vectors that flow into asset nodes. Hover a node to trace its allocation path.

Live Simulation
RISK BUDGETS · INPUTCONVEX SOLVERASSET NODES · TARGET WEQUITY RISK38%RATES / DURATION22%CREDIT SPREAD16%FX EXPOSURE9%TAX BUDGET$4.2k∇ minwᵀΣw − λμᵀwITER 0000US EQUITY34.0%INTL EQUITY14.0%TREASURIES20.0%IG CREDIT12.0%MUNICIPALS10.0%ALTERNATIVES10.0%DRIFT TOLERANCE ±0.5% · TURNOVER BUDGET 3.1% · TAX-LOT HARVEST ACTIVE
  • 01Convex risk-budget allocation
  • 02Tax-lot aware rebalancing
  • 03Direct indexing at account scale
  • 04Mandate & suitability guardrails
02 — Institutional Technical Specifications

Latency Profile

Single-account solve
4.1 ms p50
Household re-optimization
18 ms p99
Full-book nightly run
< 22 min

Memory Footprint

Per-account state
48 KB
Covariance cache
3.2 GB / region
Solver working set
128 MB / core

Coverage

Asset universe
41,000+ instruments
Tax jurisdictions
US · UK · EU · KE
Custodian links
14 prime / custody

Audit Trail

Decision lineage
Per-trade rationale
Retention
7 years, WORM
Model governance
Versioned & signed

Enter the Valtrius workspace.

Authenticated clients can open the live engine console: telemetry, configuration and audit trails in one workspace.

Launch Valtrius Engine Portal↗