64. Smart Capital Allocation System¶

Overview¶

The Smart Capital Allocation System dynamically allocates capital across multiple strategies based on real-time and historical performance, risk exposure, and inter-strategy correlation. This enables optimal capital efficiency, risk control, and adaptive scaling of high-performing strategies.

Architecture & Module Breakdown¶

Microservice Directory¶

services/capital-allocation-center/
├── src/
│   ├── main.py
│   ├── engine/capital_allocator.py
│   ├── analyzer/strategy_performance_analyzer.py
│   ├── analyzer/strategy_risk_analyzer.py
│   ├── analyzer/strategy_correlation_analyzer.py
│   ├── executor/capital_transfer_executor.py
│   ├── api/allocation_api.py
│   ├── config.py
│   └── requirements.txt
├── Dockerfile

Core Component Design¶

1. Capital Allocation Engine

class CapitalAllocator:
    def allocate_capital(self, strategy_stats):
        total_score = sum(s["score"] for s in strategy_stats)
        allocations = {s["strategy_id"]: s["score"] / total_score for s in strategy_stats}
        return allocations

2. Strategy Performance Analyzer

class StrategyPerformanceAnalyzer:
    def score_strategy(self, returns, volatility, drawdown):
        sharpe = calculate_sharpe(returns, volatility)
        return 0.6 * sharpe - 0.4 * drawdown

3. Strategy Risk Analyzer

class StrategyRiskAnalyzer:
    def evaluate_risk(self, exposure):
        return exposure_to_risk_level(exposure)

4. Strategy Correlation Analyzer

import numpy as np

class StrategyCorrelationAnalyzer:
    def calculate_correlation_matrix(self, strategies_returns):
        return np.corrcoef(strategies_returns)

5. Capital Transfer Executor

class CapitalTransferExecutor:
    async def rebalance_accounts(self, allocation_plan):
        for strategy_id, allocation in allocation_plan.items():
            await adjust_account_balance(strategy_id, allocation)

6. API Example

from fastapi import APIRouter

router = APIRouter()

@router.get("/allocation/current")
async def get_current_allocation():
    return capital_allocator.get_current_allocation()

Frontend Integration¶

CapitalAllocationView.tsx - Strategy allocation pie chart - Allocation trend chart - Reallocation operation log - Strategy score leaderboard

Implementation Roadmap¶

• Phase 1: Core allocation engine, analyzers, and API
• Phase 2: Capital transfer executor and frontend dashboard
• Phase 3: Multi-account, multi-exchange, multi-currency support and risk system integration

System Integration¶

• Allocates capital across strategies in real time
• Integrates with risk budgeting and performance monitoring
• Supports multi-account, multi-asset, and multi-exchange allocation

Business & Technical Value¶

• Capital Efficiency: Maximizes returns by scaling up high-performing, low-risk, low-correlation strategies
• Risk Control: Dynamically reduces allocation to underperforming or high-risk strategies
• Transparency: Full audit trail and real-time analytics
• Scalability: Ready for multi-dimensional, global capital allocation
• Competitive Edge: Institutional-grade portfolio management and automation