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ADR 0006: Portfolio Engine Separation

Status

Accepted

Date

2025-01-20

Context

Analytical signals and real actions must be separated.

Analytics can be imperfect, but portfolio actions require strict rules.

Decision

IRIS introduces a dedicated Portfolio Engine.

The portfolio engine:

  • reads market decisions
  • applies risk limits
  • calculates position size
  • generates portfolio actions

Core constraints:

  • maximum position size
  • maximum portfolio exposure
  • risk adjustments

Consequences

Positive

  • clear separation between analysis and action
  • safer capital management

Negative

  • an additional architectural layer

See also