Proof of concept
An investment portfolio management system: trades, holdings, prices, dividends, performance and forecasts in one place, across several portfolios and several account types at once. A testbed too — an opportunity to push the Kore platform onto ground it had not seen: long time series, multiple currencies, and numbers that have to add up.
As soon as holdings sit across more than one account, "where do I stand" stops having a simple answer.
Everything below runs, and was checked against a fully synthetic demonstration dataset: fifteen invented securities, three portfolios, two years of daily history, three currencies. No real issuer, no real price, no real holdings.
The dashboard gathers what you look at first: number of lines, market value, gain, year-to-date return. Below it, ten panels refreshed independently — concentration of the largest holdings, exposure by currency, a timeline of recent trades, alerts by state, top gainers and top losers, and a performance overview across three horizons.
A portfolio carries a strategy, an account carries a wrapper: the French PEA, PEA-PME, taxable brokerage, life insurance, PER, and plain cash accounts. The two attach freely, so a conservative sleeve and a satellite sleeve can share one account, or one strategy can span two brokers.
Thirteen security operation types and eleven cash movement types — buy, sell, subscription, redemption, deposit, withdrawal, fees, tax, interest, transfer, dividend. Holdings are never typed in: they are recomputed from the trades and the prices, cost basis and unrealised gain included.
A line quoted in dollars or pounds inside a euro portfolio is converted at the trade-date rate for its cost basis, and at the current rate for its valuation. The rate applied stays visible on every trade — a correct total whose calculation cannot be retraced is not a correct total.
Time-weighted return (TWR) and money-weighted return (MWR, via Newton-Raphson), volatility, Sharpe ratio, maximum drawdown, alpha and beta. All of it computed over a series of daily snapshots rebuilt by replaying the trade history, so it can be checked line by line.
Every distribution carries the quantity held at the date, the gross amount, the withholding, the net, and the credit on the cash account. The upcoming ex-date calendar and the forward yield projection build on the same history.
Daily closes and, where the source allows, intraday candles from one minute to one hour. Sources are configurable and prioritised; the origin of each price is kept, which is what tells a demonstration price from a market price — and makes the demonstration dataset removable in one command.
Reference instruments — exchange, sector, ISIN, currency — are shared and read-only. Each organisation adds its own layer on top: alias, private note, tags, chosen sector. Nobody edits everyone’s record to rename a line at home.
RSI, MACD, Bollinger bands, ATR, stochastic, ADX, CCI, Williams %R, OBV, MFI, VWAP, Chaikin — indicators are computed over the price history, not imported ready-made. Screens can be saved and replayed.
A watchlist gathers what you follow without owning it. An alert fires when a threshold is crossed, up or down, or on a percentage move — with its priority, its channels, and the record of what triggered it.
The engine projects a median bracketed by its 10% and 90% quantiles, over five horizons, with five interchangeable models — ensemble, GARCH, Theta, Holt-Winters, median. Replaying at past dates measures how well each one is calibrated: a forecast you cannot score is worth nothing.
Some 280 GraphQL operations cover what the interface does, and then some. Three MCP tools and two assistant profiles let an agent read a portfolio or record a trade in it, with the organisation’s authentication and isolation intact.
Screens fold down to a narrow width and the application installs from the browser.
The list is long, which is normal for an exploration. It is kept up to date from the code audit rather than guessed.
kFolio was written first to see what the Kore platform became on a domain where detail matters: long time series, several currencies, and figures a user checks on a calculator.
Users, roles and fine-grained permissions, isolation between organisations, translations, a single GraphQL API, an audit trail, centralised scheduling: kFolio inherits all of it instead of rewriting it. What was left was the domain — and that is where the time went.
See the Kore platformA management screen tolerates a display approximation; a portfolio does not. Two totals diverging by 1.5% between two screens is a visible defect — and it is one that building the demonstration dataset surfaced and got fixed. An exploration that finds defects has already earned its keep.
The application is hosted wherever you want, price-provider credentials stay in your configuration, and the inventory of what you hold lives in a database you own. Data providers are queried for prices, never told what you do with them.
Portfolio management, sovereignty over financial data, or more generally what can be built on the Kore platform: if any of those is on your mind, we are happy to talk.
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