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About this research prototype

Explore assumed transmission from US financial events to a portfolio through economic mechanisms and risk factors.

01Choose a macro scenario, then run or replay the propagation. Pause or select a stage to inspect it.
02Adjust asset weights and compare a Treasury reallocation.
03Drag graph nodes, collapse holdings, or click a connection to inspect its assumptions and calculation. The animation represents explanation order, not real market timing.

Model limitations

Risk contributions use factor covariance and asset-specific risk. Scenario P&L uses factor shocks and portfolio exposures. Changing the shock size does not change baseline volatility.

The graph depicts assumed financial mechanisms and model mappings. No causal effect has been identified. Treasury yield and credit-spread responses are preset assumptions, not automatic consequences of a policy-rate change.

This financial network is separate from the execution topology an agent might use in LangGraph. LangGraph is not connected. TS-Agent-inspired structured evidence checks are mocked or computed locally; they are not an LLM execution trace or a causal proof.

The model is inspired by multi-factor risk analysis. There is no connection to BlackRock Aladdin, MSCI, live market data, or an empirical causal identification engine. FinNLI could support future financial-text inference; it would not establish causal effects.

Economic regime extension

Macro evidence packets and regime belief weights are fictional, manually specified examples. No economic-regime classifier is connected. The probability blend averages four preset response templates using those weights; selecting a regime conditions the same shock on one template. Exposures and baseline covariance remain fixed.

The input audit checks metadata and weight validity. Prepared ablation packets do not run LLMs, test historical memory, or establish out-of-sample performance. These evaluations remain not run.

J.P. Morgan’s Agentic AI for Dynamic Factor Investing (17 September 2026) informs the regime and ablation workflow based on a user-provided first-page screenshot. The complete report has not been verified. Regime-conditioned shock transmission is our prototype extension, not a reproduction of the report.

Methodology references

BlackRock: Making of a market-driven scenario ↗TS-Agent methodology paper ↗CFA research on causal investing ↗FinNLI: Financial natural-language inference ↗
These sources are methodological references. They do not validate this prototype’s parameters, estimated results, or specific transmission assumptions.

Evidence & assumptions

Export current analysis

Includes scenario settings, portfolio weights, factor results and supporting records. All content is marked as synthetic.

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