Ceiora is a portfolio risk management platform built on a family of bespoke factor models that decompose risk exposures. Ceiora distinguishes itself from traditional factor models by focusing on the unique needs of individual allocators and retail investors. In this vein, each of our models are designed to be actionable, interpretable, and approachable.
cUSE is the descriptor-native engine. It estimates exposures from company characteristics, industry structure, and orthogonalized style descriptors so the platform can explain portfolio risk in a stable, interpretable factor language.
cPAR is the tradable proxy engine. It fits market, sector, and style sleeves in residualized ETF space so you can read incremental risk clearly and move directly from diagnosis to hedgeable action.
cMAC is the forthcoming macro layer. It will extend the platform beyond single-book factor diagnosis by framing exposures against rates, inflation, growth, credit, and liquidity regimes that shape how portfolio risk transmits through the broader market.
Ceiora isn't trying to out-math established institutional risk models. Instead, our risk engines are narrower on purpose: much smaller factor sets that enable clear risk visualization, explicit orthogonalization to push risk into ETF-tradable exposures, and regularization to stabilize factor loadings and reduce hedge management. Our goal is to provide models you can understand and act on quickly so you never have to miss The Big Game™ with the boys.
Barra-Style US Equity Model
cUSE keeps the descriptor-native philosophy, but trims complexity on purpose: fewer style factors, a smaller industry burden, and ordered orthogonalization so the outputs remain understandable enough to manage instead of becoming a research object.
Returns-Based Equity Model
cPAR applies the same restraint in returns space: fixed ETF proxies, package-level market orthogonalization, and one-shot weighted ridge so the model stays broad, tradable, and easily maintainable.
