Portfolio Optimizer

The Portfolio Optimizer aggregates data across all your portfolios to answer three questions: Where is your capital deployed? Where are the best opportunities right now? And where are you overexposed? It combines your trade history with live ORATS data to surface actionable insights.

A summary bar shows total capital deployed across all portfolios versus available (unallocated) capital. Below it, a per-portfolio breakdown lists each portfolio's allocated capital, current market value of open positions, and buying power remaining.

The scanner cross-references two data sources: tickers where you have a profitable trade history and tickers currently showing elevated IV rank (above the 50th percentile). When both conditions are met, the ticker surfaces as a sell opportunity — you have an edge on the underlying and the market is paying above-average premium.

Each opportunity shows the ticker, your historical win rate on it, current IV rank, and the estimated premium available at your preferred delta.

A treemap visualization shows how your open positions are distributed across tickers and sectors. The HHI (Herfindahl-Hirschman Index) is computed to quantify concentration — a score below 1,500 indicates diversified exposure, while above 2,500 signals high concentration in a few names.

The sector breakdown groups your positions by GICS sector so you can see if you are unintentionally overweight in technology, energy, or any other sector.

Aggregated greeks across all open positions give you a portfolio-level risk snapshot:

Net Delta — Your directional exposure. Positive means net long, negative means net short.

Daily Theta — How much time decay you collect (or pay) per day across all positions.

Net Vega — Your sensitivity to implied volatility changes. Negative vega means you benefit from IV contraction.

A timeline view lists all open positions grouped by expiration date. Each entry is color-coded by urgency:

Red — Expires within 3 days. Requires immediate attention (roll, close, or let expire).

Yellow — Expires within 7 days. Start planning your exit or roll strategy.

Green — More than 7 days to expiration. Monitor normally.

Based on your trade history, current portfolio exposure, and live IV data, the optimizer generates trade suggestions. Each suggestion includes the ticker, strategy type, target delta, estimated premium, and the reasoning behind it — whether it is filling an exposure gap, capitalizing on elevated IV, or rolling an expiring position.

You can import trades directly from the optimizer page. Download your brokerage statement from Fidelity as a CSV, then drag it onto the import area (or click to browse). The parser maps Fidelity's column format to Remora fields automatically — ticker, strike, expiration, premium, and quantity are all extracted.

After parsing, review the mapped trades in the preview table. Assign them to an existing portfolio or create a new one, then confirm the import.