ETF Risk Monitoring System

Overview

This project is a professional-grade ETF Risk Monitoring system built to continuously monitor a portfolio of ETFs for:

• Price deviations from NAV
• 30-day NAV decay
• Trading volume collapses
• AUM (Assets Under Management) decline

If a risk threshold is breached, email and SMS alerts are automatically sent — including recommended actions for portfolio protection.

✅ Fully Dockerized
✅ Automatic daily AUM checks
✅ Hourly price/volume/NAV checks
✅ Log rotation
✅ Designed for 24/7 unattended operation

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Why This Exists

• High-yield ETFs (e.g., YieldMax series) are newer and carry closure/liquidity risks.
• AUM or trading volume declines are early warning signs of trouble.
• Manually monitoring dozens of ETFs is inefficient and unreliable.
• Professional monitoring services like Bloomberg Terminal cost $24,000+/year.

This system replicates professional-grade monitoring for almost zero cost.

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Project Structure

File	Purpose
app.py	Core monitor: checks price, volume, NAV, and AUM. Runs hourly.
alert_emailer.py	Sends email and SMS alerts via Gmail SMTP
build.sh	Builds and restarts Docker container cleanly
fire_monitor_once.py	Runs a one-time forced monitoring cycle manually for testing
test_monitor.py	Fires a manual test email/SMS to verify alert system
config.yaml	Defines tickers, thresholds, email settings, and API keys
aum_tracker.json	Stores previous AUM values for comparison
last_aum_check.txt	Stores timestamp of last AUM check to avoid overchecking
Dockerfile	Defines lightweight Python environment for Docker build
requirements.txt	Python dependencies

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How It Works

Every hour:

• Pull latest prices/volumes from Polygon.io (15-min delayed Starter plan)
• Pull latest NAVs from Yahoo Finance
• Detect:
  • Price/NAV deviation >2%
  • NAV decay >5% over 30 days
  • Volume drop >30% below average

Every 24 hours:

• Pull AUM values from Yahoo
• Detect:
  • AUM below $50M
  • AUM drop >20% compared to last check

✅ If any issues are detected, an instant alert is emailed and SMS'ed to you.

✅ Alerts include "Recommended Actions" depending on the issue type.

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Configuration

Edit config.yaml:

tickers:
  - MRNY
  - TSLY
  - YETH
  - QQQY
  - FIAT
  - YMAG
  - YMAX
  - LFGY
  - GPTY
  - WDTE
  - JEPI
  - JEPQ

polygon_api_key: "your_polygon_api_key_here"

email_settings:
  smtp_server: "smtp.gmail.com"
  smtp_port: 587
  sender_email: "yourgmail@gmail.com"
  sender_password: "your_gmail_app_password"  # (From Google App Passwords, NOT your main password)
  receivers:
    - "youremail@example.com"
    - "yournumber@txt.att.net"  # SMS Gateway email address

Console Logs

📈 Checking MRNY...
🔵 Polygon Aggregates Response (MRNY): 200 {'results': [...]}
💲 Final Price: 2.52, 🔄 Volume: 1,650,400, 🧮 NAV: 2.55, 📡 Data Source: Polygon (Delayed Aggregate)
🔍 Premium/Discount: 1.27%
🔍 30d NAV drop: 3.99%
🔍 Volume drop vs 30d avg: -24.11%
✅ MRNY passed all checks.

📊 FIAT AUM: 48,900,000
🚨 FIAT: AUM below $50M!
✅ Alert email sent: ⚠️ ETF AUM Risk Alert

Example email

⚠️ ETF Risk Alert for FIAT

FIAT: NAV has dropped 12.31% over 30 days.

🛑 Recommendation:
Review fund health. Significant NAV decline could signal asset weakness.
Consider reducing exposure if trend persists.