Optima

Correlation lies.
Causality reveals.

Two assets move together, but why? Shared driver? Direct influence? Pure coincidence? Optima uncovers the true causal structure behind returns.

Portfolio Intelligence

25%Better Sharpe3xFaster scenarios100%Explainable

Explore Platform

See Optima in Action

Experience how Optima delivers causal portfolio analytics with transparent risk attribution and explainable investment insights.

app.causify.ai/optima

Portfolio Attribution

$0.0MTotal AUM
Equities (45%)
Fixed Income (30%)
Alternatives (15%)
Cash (10%)

Risk Drivers

Interest Rate
42%
Inflation
28%
GDP Growth
18%
Volatility
12%

What-If Scenario

0 bps
-50 bps0+50 bps
-20%
LowNormalHigh

Expected Return

+9.8%

Portfolio Vol

10.5%

Performance Metrics

Expected Return

+0.0%

+1.4%

Sharpe Ratio

0.00

+0.12

Max Drawdown

-0.0%

-2.1%
Audit Trail

Portfolio weighted 42% toward interest rate sensitivity. All decisions traceable to causal factors for compliance.

The $10 trillion correlation trap

Correlation-based models dominate finance, but they have fundamental flaws. They can't explain risk or adapt to market shifts.

78%

Of factor models rely on correlation, not causation

40%

Performance degradation when regimes shift

0%

Ability to explain 'why' to clients or regulators

Two assets. Two stories.

Asset A and Asset B are 0.85 correlated. Should you hedge one with the other?

Correlation says: Yes

Correlation coefficient0.85

Recommendation:

"Hedge Asset A with Asset B to reduce portfolio variance"

What could go wrong?

If correlation breaks (regime change, hidden driver shifts), your hedge becomes a double loss

Optima says: No

Causal relationshipIndirect

Discovery:

"Both assets are driven by Factor X. No direct causal link. Not a hedge."

Optima Recommendation:

Hedge Factor X directly. Asset B won't protect you, it will amplify losses when X shifts.

Real Example

2022 Tech Drawdown

Funds using correlation-based hedges saw both their tech positions and their "hedges" decline simultaneously. Causality-aware managers identified the shared driver (interest rates) and hedged appropriately, avoiding compounded losses.

Simulate before you trade

Test rebalancing decisions with causal confidence

What-If Scenario

Interest Rates

+50 bps

Fed hikes by 0.5%

Energy Exposure

-10%

Reduce sector weight

Duration

5.2 → 4.1

Shorten bond duration

Predicted Impact

Expected Return

+9.2%

+1.8% vs. baseline

Portfolio Risk

14.3%

-2.1% volatility reduction

Sharpe Ratio

0.72

+0.15 improvement

Optima Recommendation:

Execute rebalance. Expected to improve risk-adjusted returns with 87% confidence.

Built for compliance and reporting

Every decision in Optima comes with a full causal audit trail. Perfect for regulatory reporting and client explanations.

Full Attribution

Trace every return back to its causal drivers

Scenario Documentation

Complete audit trail for what-if analyses

Regulatory Reports

Export causal explanations for compliance

Integrations

Works With Your Systems

Bloomberg Terminal
Reuters Eikon
Risk Systems
Portfolio Management
OMS/EMS
Custom APIs
Bloomberg Terminal
Reuters Eikon
Risk Systems
Portfolio Management
OMS/EMS
Custom APIs

See beyond correlation. Trade on causality.

Discover how Optima transforms portfolio management with causal AI.