Synthetica Z

1. Overview & System Architecture

Synthetica Z is an enterprise-grade quantitative modeling and portfolio engineering environment designed for asynchronous cluster execution.

The interface is partitioned into dedicated workspace modules accessed via the primary navigation panel. Background tasks (such as simulations, Topological classifications, and Index Replications) dispatch asynchronously to the cluster, publishing real-time job progress back to the UI telemetry pipelines.

Recommended Workflow Sequence: Data Ingestion → Custom Universe/Category Building → Forward-Testing or Index Replication → Performance Analytics & PDF Tear Sheet Export.

2. Tracking Stocks

Objective: Register individual equities into your personal Data Matrix repository to trigger automated background data ingestion.

Ticker Input Field: Accepts standard equity symbols (e.g., AAPL, MSFT). Inputs are automatically trimmed and forced to uppercase by the retriever module to satisfy external API routing constraints and prevent 404 Not Found errors.
Track Action / Trigger: Invokes the backend InstrumentTracker service to query the FinImpulse pricing and fundamental endpoints, populating your local database state.
Prerequisite Note: An asset must be successfully tracked before it can be referenced in manual holdings, What-If optimizations, or custom formula screens.

3. Creating Symbol Packages

Make typing easier by grouping assets into reusable macro-baskets.

Objective: Aggregate static lists of tickers into named packages (e.g., FAANG, Top 50 S&P) to streamline data entry across simulation and optimization forms.

Package Name Field: Assigns a unique identifier to the basket (automatically prefixed with CAT: in autocomplete dropdowns to distinguish packages from raw equities).
Symbol Array Input: Explicitly lists the constituent tickers belonging to the group.
Pro-Rata Capital Distribution: When a Symbol Package is assigned a weight percentage inside a portfolio simulation, the calculation engine divides the capital pro-rata among all underlying members.

4. Deriving American Options

Objective: Parse, track, and model derivative instruments alongside standard equities using strict OCC (Options Clearing Corporation) conventions.

OCC Contract String Input: Requires the exact 21-character option code format (e.g., AAPL261231C00010000).
Automated Root Resolution: The parser automatically isolates the underlying equity root, expiration timestamp, Call/Put flag, and strike price.
Dependency Resolution: If the underlying root equity does not yet exist in your local Data Matrix, the parser auto-triggers a background tracking check prior to executing option pricing models.

5. Performing a What-if Analysis

The rapid-prototyping sandbox.

Objective: Test static portfolio asset allocations against historical macro stress scenarios using an accessible configuration layout.

Analysis Name Field: Text input used to title your model before committing it to the server state repository.

Simulation Engine Selector: Custom dropdown allowing selection of active computational frameworks (defaults to L1 Equities Quantitative Engine).

Iterations / Run Count Field: Numeric input restricted to a maximum of 100 iterations for trial users and 1000 iterations for paid users.

Start Date Month Picker: Formatted YYYY-MM input setting the historical time-series baseline.

Initial Cash Field: Numeric USD capital pool input (default $100,000).

Target Holdings Section: Features an autocomplete ticker search box and a Weight % input. Combines individual assets or Symbol Packages into your starting basket while dynamically computing unallocated cash in real-time.

Stress Test Scenarios Section: Preset dropdown/custom string input paired with a Start Month integer field to inject historical economic shocks at specified intervals.

Automation Pipeline (Max 2 Rules): Configurable rule stack supporting Native Rebalance (interval months), Monthly DCA Addition (dollar amount), and Monthly Drawdown Withdrawal (dollar amount).

Run Synthetica Engine Button: Validates constraints and dispatches the payload, activating real-time cluster task polling and telemetry animations.

6. Working With Asset Categories

Objective: Screen and group assets dynamically using the Asset Studio interface.

Category Name Field: Unique text identifier for your custom classification.

Text Editor Tab: Raw SQL-style formula input textarea for writing explicit conditional logic (e.g., SECTOR = 'Technology' AND DIVIDEND_YIELD > 0.02). Includes an active local syntax and parenthesis validator.

Graphical Editor Tab: Visual logic builder utilizing nested group containers (AND / OR operator selector) and dynamic condition rows (Property Registry dropdown, Comparison Operator selector [=, !=, >, <, >=, <=, IN], and Value input) to compile formulas without manual coding.

Create / Save Buttons: Validates formula syntax and commits the definition to the server database for downstream screening.

7. Clustering and Analytics

Making asset categories with unsupervised machine learning.

Objective: Deploy Topological Mapping algorithms across fundamental and technical dimensions to uncover hidden asset relationships.

Classification Name Field: Title assigned to the asynchronous cluster model run.

Algorithm Selector: Designates the machine learning model (defaults to Synthetica Topological Map).

Data Sources Checkbox Grid: Multi-select container of available property schemas. Clicking View Dimensions opens a modal inspecting the exact underlying fields.

Dispatch to Cluster Button: Submits the configuration payload and generates an asynchronous system tracking task.

Completed Classifications View: Model run selector dropdown linked to an interactive Topological Scatter Canvas visualizing cluster spatial distribution.

Cluster Checkboxes & Round Out: Isolate cluster groups, inspect member assets, filter out package outliers via the Round Out utility, and persist selections as permanent Asset Categories or Symbol Packages.

8. Advanced Simulator

Building multi-tier forward tests with complex constraints.

Objective: Professional-grade simulation environment supporting custom universes, categorical weight allocations, targeted macro shocks, and extended automation pipelines.

Simulation Engine Config Modal: Accessible via the engine dropdown configuration button, allowing inspection of curation rules, sampling behavior, guidance parameters, and scripting frameworks.

Cash Weight & Retained Interest Fields: Configure baseline unallocated cash percentages and monthly interest accrual rates on retained earnings.

Portfolio Universe Section: Explicitly inject individual stocks, options, or packages into the investable asset pool via autocomplete input.

Asset Category Weighting Section: Assign target allocation percentages across broader mathematical Asset Categories rather than isolated tickers.

Targeted Scenarios Section: Preset/custom scenario input paired with a Target Input Field (assignable to "All Assets" or a specific category/package) to shock isolated market sectors at custom start months.

Automation Pipeline (Max 4 Rules): Extended rule builder supporting up to 4 sequential tasks, including advanced Profit Taking rules with multi-asset target increase and sell percentage parameters.

Number of Runs Field: High-density integer input supporting simulations up to 1,000 iterations.

9. Replication

Simplifying portfolio tracking.

Objective: Synthesize cost-effective proxy portfolios designed to track broader target index baskets while minimizing tracking error.

Target Portfolio Holdings Section: Ticker search input and Weight % input to define the baseline benchmark basket you want to replicate.

Optimization Constraint Radio Buttons: Toggle between Target Number of Instruments (integer input capping maximum proxy holdings) and Maximum Tracking Error (percentage input capping deviation).

Synthesize Run Button: Dispatches the backend optimizer solver.

Results Tab: Displays synthesized instrument counts, achieved tracking error metrics, and an itemized optimal proxy weight table with history saving options via the top dropdown bar.

10. Charts

Visualizing simulation outputs and risk frontiers.

Objective: Inspect quantitative performance metrics, frontier distributions, and simulation outputs.

Benchmarks Tab: SPY historical price action viewer featuring a Timeframe Dropdown (`1D` through `MAX`) controlling primary chart data rendering.

Simulations Tab: Simulation Selector dropdown linked to the Markowitz Efficient Frontier Scatter Canvas (Volatility vs. Returns with automated IQR outlier filtration).

Generate Tear Sheet Button: Compiles simulation metadata, frontier images, asset averages, and quartile performance tables into a clean, professional PDF report.

Run Drilldown Section: Interactive canvas container activated by clicking any point on the scatter plot. Features a Metric Selector Dropdown toggling between Portfolio vs SPY (time-series comparison), Final Portfolio Composition (tabular ending values and weights), and Run Statistics (grid of KPI cards for Sharpe, Sortino, Max Drawdown, Beta, Volatility, and Trading Friction).

11. Settings & Privacy

Exercising your rights under California Law.

Synthetica Z complies with the California Consumer Privacy Act (CCPA) and California Privacy Rights Act (CPRA).

Data Governance: User telemetry, session tokens, custom asset formulas, and simulation configurations are stored securely within isolated user repositories.
Right to Deletion: You retain full authority to purge session logs and repository data from the cluster database.
Synthetica Z strictly prohibits the monetization, sharing, or sale of proprietary quantitative strategies or user analytics to third-party brokers.

> L1 CLUSTER: ACTIVE SIMULATION

Module

1. Overview & System Architecture

2. Tracking Stocks

3. Creating Symbol Packages

4. Deriving American Options

5. Performing a What-if Analysis

6. Working With Asset Categories

7. Clustering and Analytics

8. Advanced Simulator

9. Replication

10. Charts

11. Settings & Privacy

> LIVE CLUSTER TELEMETRY

Building Your Universe

> L1 CLUSTER: ACTIVE SIMULATION

Module

1. Overview & System Architecture

2. Tracking Stocks

3. Creating Symbol Packages

4. Deriving American Options

5. Performing a What-if Analysis

6. Working With Asset Categories

7. Clustering and Analytics

8. Advanced Simulator

9. Replication

10. Charts

11. Settings & Privacy

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> LIVE CLUSTER TELEMETRY