Scenario Engine

Name a shock — a Hormuz closure, a 100bp cut, a regional-bank failure — and the engine prices it across the whole book: direction and magnitude for rates, equities, credit, FX, commodities, and crypto, opposing regimes kept on separate books. Not a headline. A positioning map for the world the market hasn’t priced yet.

Signed and sized, never directional.

Every asset carries a direction and a magnitude. A supply shock and a glut are never averaged into a number that means nothing — they’re the two sides of the trade, priced apart.

The whole cascade, pruned to what moves.

One shock traced end to end across your book, the second-order noise cut away. What moves, which way, how much — the map, not the narration.

Both tails, priced.

The good tail — a capability jump, supply returning, a peace — is priced beside the bad. A risk engine blind to the upside is half an engine.