Private wealth intelligence

A clear perspective.
A considered portfolio.

Bring purpose to your portfolio. Explore global markets, understand your allocations, and make every decision with a clearer view of the whole.

Built for the long view. Designed to keep you in control.
THE LONG VIEWClarity in every allocation.
YOUR WEALTH, IN PERSPECTIVEIllustrative preview
Mandate #021 · Alexander Richards

Portfolio overview

Capital under control$345,398.34
Sample model1.88 SharpeVaR (95%): -1.4%
Equities core 48%$165,791.20Treasury duration 32%$110,527.47Gold & sukuk 20%$69,079.67
Illustrative positions from a sample portfolio, not live investment performance
PositionAsset classTarget weightValue · USDPrecision shares
SPYS&P 500 CoreEquities28.0%$96,711.53165.4821
TLT20+ Year TreasuryFixed income20.0%$69,079.67728.6919
GLDSPDR Gold SovereignReal assets15.0%$51,809.75205.8824
QQQNasdaq InnovationEquities20.0%$69,079.67138.5714
Explicit acceptance. Every decision recorded.Sample data · not a return forecast
Institutional methods.
Individual perspective.

Constrained Sharpe optimization. Ledoit-Wolf covariance shrinkage. A transparent audit trail, from proposal to acceptance.

—Securities screened

Global, US, European and GCC equity exchanges.

—Optimizer eligible

36-month observation and liquidity screening.

26Currencies supported

With statutory GCC central-bank peg locks.

SHA-256Cryptographic audit

A tamper-evident chain of accepted decisions.

01 / A wider perspective

Your wealth deserves
more than a dashboard.

A portfolio is a set of decisions. FAMADOR helps you understand how they fit together.

Set your goals and constraints. Examine the mathematics behind an allocation. Review a proposal in your own time. Nothing is accepted without your decision.

02 / The reasoning behind the result

See the mathematics.
Understand the allocation.

QUANTITATIVE ARCHITECTURE

Constrained Sharpe frontier & allocation solver

Every proposed allocation is derived by an active-set quadratic solver. The engine minimizes portfolio variance subject to asset-class bounds, regularizing sample covariance noise through Ledoit-Wolf shrinkage.

Solver Engine & Quadratic Programming Specification
Algorithm: Active-Set QPTarget: Max Sharpe Ratio
Illustrative efficient frontier and stress replayA forest-green efficient frontier, a wheat-colored capital allocation line, and an example tangency portfolio. Sample stress figures are illustrative, not live performance.Efficient frontier & allocationConstrained Sharpe optimization · illustrative modelBNDSPYGLDQQQExample tangency portfolioReview constraints before acceptanceAnnualized risk →Expected return →Stress replayIllustrative historical scenarios2008 financial crisisSample drawdown−24.6%2020 liquidity shockSample drawdown−14.2%2022 rate shockSample drawdown−14.8%Efficient frontierCapital allocation line
Illustrative preview. Open the optimizer to analyze your own profile and constraints.
01 · Noise Conditioning

Ledoit-Wolf Covariance Shrinkage

Empirical covariance matrices in high-dimensional security spaces suffer from estimation noise. The algorithm analytically shrinks sample estimates toward a structured market benchmark.

02 · Bounded Optimization

Active-Set Quadratic Programming

Finds the global risk-adjusted optimum under strict long-only boundaries and asset-class maximums matching your selected risk profile. Zero unapproved leverage.

03 · Execution Governance

Server-Side Cryptographic Log

Proposals remain staged until you explicitly accept them. Every accepted allocation is committed to a SHA-256 tamper-evident log, verifying exact provenance.

03 / A deliberate process

From your priorities
to a considered plan.

Three stages. Clear reasoning. Your decision at every step.

01
Investor profile & suitability

Begin with your priorities.

Complete a structured suitability intake covering your horizon, risk tolerance and liquidity constraints. The engine determines your risk category and sets hard asset-class boundary caps.

02
Ledoit-Wolf shrinkage & convex solver

Let the analysis do the work.

Using 252 daily return observations, sample covariance is conditioned with Ledoit-Wolf shrinkage to reduce eigenvalue noise. An active-set quadratic program finds the Sharpe-maximizing tangency portfolio.

03
Explicit governance & audit trail

Make the decision yourself.

Model proposals stay staged until you accept them. Recorded positions roll up into your master ledger, with reporting across 26 currencies and a tamper-evident SHA-256 audit trail.

04 / Built on substance

The detail is
the difference.

Open the specifications behind the platform, from covariance conditioning to the audit chain.

Explore our methodology
Optimization engine

Active-set constrained quadratic programming solver

Max Sharpe ratio; long-only weights; fully invested allocation
Covariance conditioning

Ledoit-Wolf empirical shrinkage against a single-index target

252-day return window
Valuation engine

Multi-stage intrinsic DCF discounted at CAPM-derived WACC

10Y sovereign yield baseline
Currency management

26 supported currencies with statutory central-bank peg locks

AED, SAR, QAR, OMR and BHD statutory pegs
Execution governance

Two-phase staging: proposals require explicit user acceptance

Zero automated discretionary trading
Cryptographic audit

Chained tamper-evident log linking each event to the preceding hash

HMAC-SHA256 sequential chain
Securities universe

— screened securities; — verified eligible candidates.

36-month observation & liquidity sieve. Counts reflect the available catalog.
For a different time horizon

A dedicated desk
for the trading day.

Intraday order flow, VWAP dispersion envelopes, and automated bracket tracking live in a separate workspace.

Explore the Day Trading Desk
A note from the founder

“Good decisions begin
with understanding.”

I built FAMADOR because most tools force investors to choose between day-trading noise and opaque institutional black boxes. Long-term investors deserve direct access to real mathematical portfolio construction.

Constrained Sharpe optimization, Ledoit-Wolf covariance shrinkage, and multi-stage DCF valuation, with clean code and a cryptographic audit trail for every capital allocation decision.

HO
Harley OlaivarFounder & Lead Developer
Your next chapter

Take a longer view.
Start with clarity.

Complete your suitability questionnaire and explore a portfolio built around your priorities.

Your priorities. Your proposal. Your decision.