Protofin Macro Intelligence
Autonomous Black-Litterman engine · prototype

Saved runs replay a real committee reply recorded when the signals were built, so the page needs no key and makes no model call. The in-browser option runs a small open model locally through WebGPU; nothing leaves your machine. URL options: ?provider=browser, ?run=<id>, ?theme=light.

Pipeline flow each step lights as its values arrive
  1. Run the pipeline to see each step's values here.
1 · Market data
2 · Shock & uncertainty
Policy text
FOMC stance
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Headline tone
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    Sources: latest FOMC statement scored hawkish/dovish by FOMC-RoBERTa; macro headlines from Google News scored by FinBERT with an LLM read. Headlines are display only; the FOMC stance is in the decision.
    3 · Investment committee

    4 · Views & trust
    5 · Black-Litterman allocation i
    Math: prior from 60/40 and Σ; posterior E[R] = [(τΣ)⁻¹ + Ω⁻¹]⁻¹ [(τΣ)⁻¹Π + Ω⁻¹Q]; then the exact long-only optimum inside a 40–80% SPY band. Prototype mode applies the target directly.