System for automated resource set multi-factor risk analysis

A multi-factor risk analysis system, comprising:

• a user device;
• a resource data store containing electronic records defining, for each of a plurality of resources:
• a resource identifier associated with an entity, a current resource value, a resource type, and a resource location;
• and
• an automated back-end application computer server remote from the user device, coupled to the resource data store and the user device, including:
• a communication port adapted to exchange information via a distributed communication network,
• a computer processor, and
• a computer memory storing instructions that, when executed by the computer processor cause the automated back-end computer server to perform a method, comprising;
• receiving, from the user device via the communication port, a transmitted request for a set of index resources,
• responsive to said request, establishing a set of risk parameter diversification objectives,
• determining a set of eligible resources by accessing the resource data store,
• calculating a value factor characteristic for each of the eligible resources,
• calculating a momentum factor characteristic for each of the eligible resources,
• automatically constructing the requested set of index resources from the set of eligible resources based on the risk parameter diversification objective and a risk optimization process utilizing a weighted value factor characteristic and momentum factor characteristic of each resource,
• exchanging information with the remote user device via the communication port to render an interactive user interface including indications associated with the requested set of index resources, the value factor characteristics, and the momentum factor characteristics, and
• automatically generating a plurality of reports including indications associated with the constructed set of index resources, the value factor characteristics, and the momentum factor characteristics,
• wherein the interactive user interface further includes a circular visualization associated with risk distortions such that:
• a graphical area within the circle is associated with an expected tail loss risk contribution based on resource location,
• a graphical length along the circumference of the circle is associated with at least one of an overall country capital allocation and an overall currency capital allocation,
• a length of a line extending outside and away from the circle is associated with an allocation to a particular equity or security, and
• graphical elements of the circular visualization may be interactively adjusted by a user to automatically change resource allocations.