Start · Guide
Site Guide
What every page is for, and how to navigate QSYS.
Recommended path for a first visit
- Work in the Quant Console — the daily driver: one workspace with a shared universe and method.
- Run your first backtest in the Strategy Lab — configure a universe and method, then watch the equity curve.
- Prove it out-of-sample in the Walkforward engine, then survive Stress Test crisis replays.
- Check the current market state in the Risk Observatory.
- Review the live portfolio strategy in Core and individual theses under THESES.
SYSTEM
Core production strategies and research on the live portfolio.
Core
Main 3-sleeve allocation strategy — drift rebalancing vs calendar (21d), with Sharpe, turnover and rebalance metrics.
Benchmark
3-Sleeve strategy vs SPY vs 60/40: log equity curve, drawdown and risk/return comparison.
Optimizer (→ Quant Console)
The standalone optimizer was retired; optimization now lives in the Quant Console workspace.
Algorithms
Covariance benchmarks, method ranking, ensemble regime classifier and research papers.
Strategy Lab
Configure universe & method, run live backtests with equity curves.
Research
Portfolio-sizing papers (optimal N, granularity, risk budgeting) with implementations and lessons.
THESES
Single-name satellite theses analyzed through the full pipeline.
QUANT STUDIO
Interactive research platform: 12 tools, 6 allocation methods, data-backed sizing.
Quant Studio Hub
Hub for the whole platform — links to every interactive tool.
Quant Console
The single integrated workspace — walkforward, risk, stress and factors share one global backtest config (universe, method, rebalance, transaction costs, circuit breaker, risk guard).
Portfolio Lab
Efficient frontier, weights projection, ticker map and asset inputs.
Radar
All allocation methods compared side-by-side: Sharpe, CAGR, max drawdown, turnover, rebalances.
Paper Explorer
6 papers with interactive charts (Vanderveken, Branger, da Costa, LTCM, ML-risk, James-Menzies) + full 60-paper catalog.
LTCM Simulator
Interactive leverage & concentration simulator — see why LTCM collapsed (US Treasury 1999 report).
Risk Observatory
Live statistical regime classification (calm / bear / crisis) with stress signals and covariance heatmaps.
Stress Test
Apply crisis scenarios (2008, 2020, 2022 or custom) and measure portfolio resilience.
Walkforward
Rolling method selection with out-of-sample validation on multi-year windows.
Factor Exposure
Portfolio exposure to momentum, volatility, correlation, skew and liquidity.
PnL Attribution
Decompose returns by asset, sleeve and market regime — where the PnL actually came from.
Strategy Ensemble
Run N weakly-correlated strategies on the same prices and combine them with a meta-allocator.
Run Registry
Versioned backtests: config hash, commit and metrics for every run.