Algocor Treasury Solutions

Comprehensive Cash & Liquidity Management

Algocor’s Treasury Solution provides a professional framework for institutional portfolio setup — combining allocation tools, risk dashboards, and scenario simulations into a single environment.

It streamlines cash, liquidity, and fund management operations across asset classes, ensuring measurable alignment between capital use and performance targets.

Key Capabilities

• Multi-asset coverage (mutual funds, ETFs, hedge funds).
• Dynamic walk-forward optimization to adapt allocations in changing markets.
• Stress testing and sensitivity analysis for macro events.
• TEFAS & Borsa Istanbul data integration for transparency and auditability.

Quantitative Allocation, Engineered for Performance

Portfolio Optimization uses Algocor’s proprietary walk-forward methodology, dividing historical data into rolling training and testing windows to ensure that allocations are validated before deployment.
Each iteration learns from past results, applies them to unseen data, and generates allocation models that balance risk and reward dynamically.

Core Components

• Return-Focused Modeling: Maximizes Sharpe and Information ratios within defined constraints.
• Backtesting Engine: Validates allocation consistency across market regimes.
• Risk Metrics Dashboard: Monitors volatility, drawdown, VaR, and correlation metrics in real time.

Outcome

Measurable alpha through adaptive, forward-tested allocation models.

Automated Discipline for Dynamic Markets

The Portfolio Rebalancer ensures continuous alignment between the optimized model and live portfolios.
By monitoring allocation drift and volatility states, it automatically adjusts holdings to maintain the intended risk/return structure, reducing manual intervention and timing error.

Functions

• Continuous monitoring of portfolio drift.
• Auto-rebalancing triggers based on volatility and correlation thresholds.
• API-based integration with execution systems and brokers.

Benefit

Consistency, transparency, and discipline in every reallocation.

Visibility That Drives Confidence

Algocor’s Risk Analysis engine measures exposures, sensitivities, and potential losses under multiple market conditions.
It provides real-time portfolio diagnostics, stress testing, and scenario modeling — allowing institutions to quantify risk rather than estimate it.

Capabilities

• Real-time exposure, VaR, and delta metrics.
• Stress and scenario tests (interest rate, FX, liquidity).
• Risk-adjusted performance attribution.

Outcom

Verified resilience, data-driven decisions, and audit-ready transparency.

From Data to Insight. From Insight to Action.

The Algocor Data Analytics Platform bridges research and execution, turning years of quantitative expertise into a living intelligence layer. Institutions can now see markets as structured information, not noise.

Historical understanding. Real-time awareness. Quantified decision-making.