Tula - A Personalized Portfolio Volatility Balancer

Link Link to heading

Inspiration Link to heading

The past three years have experienced unprecedented bursts of volatility. Adjusting to these as an investor is a challenging, risky process. Tula simplifies this task making investing easier in these challenging situations by providing value to the investment community.

What it does Link to heading

Tula asks users for their current portfolio allocations by sector and the maximum percentage of their portfolio they are willing to adjust to query a neural network and optimally rebalance the portfolio for a 60-day duration. In doing this, Tula reduces risky exposure and allows investors to be more confident during times of high volatility.

How we built it Link to heading

Data pertaining to S&P500 sector prices, the CBOE volatility index, and the S&P500 itself were aggregated for the last decade. Keywords from news headlines were also aggregated for an identical time period. Utilizing a processed version of this data set, a neural network was trained to help determine optimal sector choice over a 60-day horizon. When a user queries the web app, the user’s unique portfolio allocation and openness to rebalancing are passed to a rebalancing algorithm that creates a new balanced portfolio.