NOSTRADAMUS · Portfolio analytics engine
PORTFOLIO SIMULATOR
Multi-position binary-market sizing. For each row you input a model probability qand the engine computes individual Kelly, then applies a correlated-Kelly haircut from the empirical correlation matrix of price returns across the basket. A book-walk simulator estimates the slippage of the resulting clip sizes against the available liquidity. Honest about each piece's sample size — many PM histories are short.
✓ portfolio Kelly via Σ⁻¹
Total exposure
$0
0.0% of bankroll
Portfolio σ
0.00pp
per-bar diversified vol
Mean f★ (individual)
0.0%
before haircut
Mean haircut
0%
after correlated-Kelly + bankroll scale
Positions
| # | Market | Price | Model q | f★ (single) | Allocated | Stake | Liquidity | Slippage |
|---|---|---|---|---|---|---|---|---|
| 1 | Will Iraq win the 2026 FIFA World Cup? | 0.1¢ | 0.0% | 0.00% | $0 | $21.30M | — | |
| 2 | Will Jordan win the 2026 FIFA World Cup? | 0.1¢ | 0.0% | 0.00% | $0 | $21.20M | — | |
| 3 | Will Panama win the 2026 FIFA World Cup? | 0.1¢ | 0.0% | 0.00% | $0 | $21.18M | — | |
| 4 | Will Haiti win the 2026 FIFA World Cup? | 0.1¢ | 0.0% | 0.00% | $0 | $20.93M | — | |
| 5 | Will New Zealand win the 2026 FIFA World Cup? | 0.1¢ | 0.0% | 0.00% | $0 | $20.81M | — | |
| 6 | Will Cape Verde win the 2026 FIFA World Cup? | 0.1¢ | 0.0% | 0.00% | $0 | $20.22M | — |
Correlation matrix (price returns)
| 1 | 2 | 3 | 4 | 5 | 6 | |
|---|---|---|---|---|---|---|
| 1 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 3 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 |
| 4 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 |
| 5 | 0.00 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 |
| 6 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.00 |
Note: PM price histories are typically short (n < 60). Correlation estimates here have wide standard errors; treat the matrix as directional, not precise. The haircut is conservative for small N — closer-to-zero correlations imply larger individual Kelly fractions than the data may justify.