Risk AnalysisBayesianReal EstatePCAMonte CarloPythonPortfolio Analytics

Gloria - Equity & Real Asset Risk Platform

Risk analytics platform bridging equity markets and real estate—designed for portfolio-level decision support. Correlates reverse repo flows with global equity indices via PCA, delivers Bayesian hold/sell/undervalued signals with full uncertainty quantification, and projects outcomes across 3–240 year horizons. Hierarchical Bayesian modeling, Monte Carlo risk simulation, and geospatial segmentation (Atlanta MSA, rural GA) for actionable allocation insights.

Type

Risk Analytics

Projection Horizons

3–240 years

Methods

PCA, PyMC, Hierarchical Bayesian

Asset Classes

Equity, Real Estate, Reverse Repo

# Methodology

Correlation matrices between reverse repo market and global equity indices. PCA compression reduces 4 global equities to principal components. Bayesian methods (PyMC) for hold/sell/undervalued decisions. Monte Carlo projections (3–240 year horizons). Georgia-specific regional adjustments (Atlanta MSA, rural GA). Hierarchical Bayesian modeling.

Core Model

PCA + Bayesian Inference + Monte Carlo

# Data Source

Zillow API, Global Equity Indices, Reverse Repo Market Data

Proprietary