Aureum Frontiers
Aureum Sentinel is a portfolio risk measurement platform that quantifies potential losses, replays historical crises against current holdings, and backtests every estimate against subsequent market outcomes. The platform calculates Value at Risk using three methods, runs stress tests based on past crises, and scores each estimate with the Kupiec statistical test displayed as a traffic light. It connects read-only through Tink or SnapTrade, or accepts manually entered holdings, with a free Basic plan and a Pro plan at €24.99 per month.
- Financial Technology
- Data & Analytics
- Software Only
Funding
Founders
Founder details are not available yet.
Product
Problem
Standard portfolio apps report returns and daily changes but not what a portfolio could lose on a bad day. The few risk tools that exist rarely check their own estimates against what actually happened, leaving investors without a reliable way to know if a risk number can be trusted.
Solution
Aureum Sentinel is a portfolio risk measurement platform that quantifies potential losses, replays historical crises against current holdings, and scores every estimate against subsequent market outcomes. The platform calculates Value at Risk using three methods, runs stress tests based on past crises, and reads market regimes from VIX, yield curves, and credit spreads. Every estimate is backtested using the Kupiec statistical test and shown as a traffic light, so investors see when a model has been underestimating risk. The platform connects read-only through Tink or SnapTrade, or accepts manually entered holdings, and delivers results through a clean dashboard with concentration and volatility alerts.
Target Audience
Primary users are self-directed investors who manage their own portfolios and want institutional-grade risk measurement, as well as financial advisors and regulated entities such as pension funds or insurance companies that require auditable, deterministic risk analytics.
Features
- Value at Risk estimates using volatility, historical, and simulation methods, each with its own backtest score
- Stress tests replaying the 2008 financial crisis, COVID crash, and 2022 rate shock against current holdings, plus custom scenarios on the Pro plan
- Market regime detection using VIX, yield curve, and credit spreads, updated hourly
- Backtesting engine running the Kupiec statistical test and displaying results as green, amber, or red traffic lights
- Read-only broker connections through Tink (EU/UK) and SnapTrade (US/Canada), or manual portfolio entry
- Deterministic computation with frozen model versions, full audit trails, and immutable logs for every calculation and data access
- AES-256 encryption at rest, TLS 1.3 in transit, row-level security in PostgreSQL, and optional on-premise or isolated VPC deployment
- Concentration and volatility alerts by email and push, plus a Sunday digest summarizing portfolio risk