TrackingNew

MK Horizon

Black swan stress testing — simulate 200+ macro shocks and AI-construct hedges.

A black swan stress testing engine that simulates 200+ macroeconomic shock scenarios against your portfolio. From rate spikes to geopolitical crises to pandemic shutdowns, MK Horizon shows you exactly how your positions would behave under extreme conditions — and constructs AI-powered hedges to preserve capital before the storm arrives. The engine models correlated asset movements, liquidity crunches, and cascade effects that standard VaR models miss entirely. Every scenario includes a detailed P&L waterfall, position-level attribution, and a recommended hedge overlay.

"Risk is what's left over when you think you've thought of everything."

Try MK Horizon Back to Toolbox

CAPABILITIES

Key Features

⚡

Scenario Simulation

Simulate 200+ macroeconomic shock scenarios including rate spikes, credit events, and geopolitical crises

🛡️

AI Hedge Construction

AI-powered hedge strategies tailored to your portfolio with cost-benefit analysis for each overlay

📉

Drawdown Prediction

Predict maximum drawdown under stress conditions with position-level P&L waterfall attribution

🔮

Tail Risk Analysis

Quantify and visualize tail risk exposure beyond standard VaR with fat-tail distribution modeling

🌊

Cascade Modeling

Model correlated asset movements and liquidity crunches that standard risk models miss

📊

Historical Replay

Replay your current portfolio through every major crisis since 1929 with real market data

QUICK START

Getting Started

Upload your portfolio to stress-test against 200+ scenarios. The AI hedge constructor will suggest optimal protection strategies for your specific positions. Start with the "2008 Financial Crisis" scenario to calibrate your risk tolerance.

EXPLORE MORE