Clawdfolio

Multi-broker portfolio analytics toolkit — risk analytics, Fama-French factor exposure, GARCH forecasting, covered call strategy, and 20+ automated finance workflows.

Install

pip install clawdfolio                  # core (demo broker included)
pip install clawdfolio[longport]        # + Longport broker
pip install clawdfolio[futu]            # + Moomoo/Futu broker
pip install clawdfolio[all]             # everything

Features

Portfolio Management: multi-broker aggregation (Longport, Moomoo/Futu), portfolio history snapshots, NAV curves, DCA-aware rebalancing proposals.

Risk Analytics: VaR/CVaR, Sharpe/Sortino, Beta, Max Drawdown, GARCH volatility forecasting, HHI concentration, 5 historical stress scenarios (COVID crash, 2022 bear, etc.).

Factor Analysis: Fama-French 3-factor exposure with alpha estimation.

Options: real-time Greeks, option chain snapshots, buyback trigger monitor.

Covered Call Strategy: Risk-driven CC signals backtested over 11 years (2014-2026) — best config +2.8% annualized alpha over buy-and-hold at a 74% win rate (δ=0.30). Integrates Market-Bubble-Index bubble risk score for entry timing.

Quick Start

clawdfolio summary                      # portfolio overview
clawdfolio risk --detailed              # risk metrics with RSI, GARCH
clawdfolio quotes AAPL TSLA NVDA        # real-time quotes
clawdfolio factors                      # Fama-French 3-factor exposure
clawdfolio covered-call scan            # covered call opportunities

from clawdfolio import create_broker
broker = create_broker("demo") positions = broker.get_positions() for pos in positions:     print(f"{pos.symbol}: {pos.quantity} shares @ {pos.cost_price}")

Tech Stack

Python, Click CLI, NumPy, pandas, scipy, arch (GARCH), yfinance, Streamlit

License

MIT — see LICENSE.

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