Halcyon empowers investors with institutional-grade portfolio optimization, making sophisticated quantitative strategies accessible to everyone.
Using Temporal Fusion Transformers for time series forecasting, we predict market movements and alert you when your portfolio needs rebalancing. Track news, earnings, and fundamentals - all in one unified dashboard.
Filter assets by region, sector, market cap, or fundamental metrics. Set minimum and maximum allocations. Choose your optimization strategy. Let Halcyon do the heavy lifting.
How Halcyon Works
Choose your investment universe by selecting regions, sectors, or individual stocks. Filter by market cap, P/E ratio, dividend yield, or any fundamental metric. Start simple with broad market exposure or hand-pick specific assets for a focused strategy.
Define your portfolio boundaries with minimum and maximum allocation limits per asset or sector. Set turnover constraints to control trading costs. Specify tracking error limits if you're benchmarking against an index. Your rules, your portfolio.
Select from 8+ optimization strategies: Maximum Sharpe Ratio, Minimum Volatility, Maximum Return, Risk Parity, Black-Litterman, Hierarchical Risk Parity, Mean-CVaR, or Kelly Criterion. Each strategy optimizes your portfolio for different objectives.
Everything You Need to Optimize Your Wealth
Portfolio Construction
Build portfolios by selecting markets, regions, and sectors. Filter by market cap, fundamentals, or hand-pick your assets. Set minimum and maximum allocation bounds per asset or sector. Support for long-only or long-short strategies.
Advanced Optimization
Optimize for Sharpe Ratio, minimum volatility, maximum return, or risk parity. Use Black-Litterman to incorporate your views, Hierarchical Risk Parity for ML-based allocation, or Mean-CVaR for tail risk optimization. Over 30 risk measures available.
Real-Time Monitoring
Track each portfolio's performance in real-time. Monitor individual holdings, sector exposures, and risk contributions with interactive dashboards. Visual reports for performance attribution, drawdown analysis, and risk decomposition.
News & Fundamentals
Stay informed with aggregated news, earnings calendars, and fundamental analysis. Get alerts for events affecting your holdings. Examine company reports, earnings actions, and key financial metrics all in one place.
AI Forecasting
Temporal Fusion Transformers power our time series forecasting models. Get forward-looking insights and automatic rebalancing recommendations based on predicted market conditions. Our AI monitors your portfolio 24/7.
30+ Risk Measures
Beyond variance: Value at Risk (VaR), Conditional VaR, Maximum Drawdown, Sortino Ratio, Calmar Ratio, Ulcer Index, Semi-Deviation, and many more. Choose the risk metrics that matter to your investment strategy.
Ready to optimize your portfolio?
Join the waitlist for early access to Halcyon. Be among the first to experience institutional-grade portfolio optimization powered by cutting-edge AI and quantitative models.