SΩPS Calculation Template

	A	B	C	E	F	G	H	I	K	L	M	N	O	P	Q	S	U	V
1	Portfolio Capital	$ 100,000.00
2	Date Optimised	5 Oct 2023
3	Strategies Used	31								For this table you must add all of the % from the strategies up to get the right omega and risk parity weightings
4										As you can see below, it will auto make it a decimal (well it fucking should)
5			Portfolio Weightings							Alt Weightings						Strategic Ω Portfolio Strategy
6			Asset		BTC	ETH	Alts			Metrics	Max Ω	Risk Parity	Average	% Allocation		Allocation Weighting	Asset	Signal
7			Downside Deviation	Max Ω	0.0113	0.0218	0.006	<----- Add these from PV Report	Add up % of strats in alt report->	ADA	0.53	0.37	0.45	16.09%		41.54%	BTC	LONG
8				Risk Parity	0.0157	0.0275	0.0254	<----- Add these from PV Report		LINK	0.19	0.21	0.20	7.08%		22.75%	ETH	SHORT
9				Total DR	0.027	0.0493	0.0314	Autofill		BAT	0.28	0.42	0.35	12.54%		16.09%	ADA	LONG
10																7.08%	LINK	LONG
11			Inverse Volatility	1/DR	37.04	20.28	31.85	Autofill		$ Portfolio Allocations						12.54%	BAT	LONG
12				Σ DR			89.17	Autofill		BTC	ETH	ADA	LINK	BAT
13				% Weights	41.54%	22.75%	35.72%	Autofill		41,536.17	22,748.01	16093.55	7084.23	12536.25	Autofill
14				% Total			100.00%	Autofill
15			Implied Allocation	$	41,536.17	22,748.01	35,715.82	Autofill
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31							PV itself chose by itself these 6 to give weighting		---->
32							So leave it and keep going (nothing to worry about [i think])
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