Site Guide

What every page is for, and how to navigate QSYS

Open the Quant Studio hub to see the whole research platform at a glance.
Run your first backtest in the Strategy Lab — configure a universe and method, then watch the equity curve.
Compare methods across the board in the Radar.
Check the current market state in the Risk Observatory and stress-test resilience in Stress Test.
Review the live portfolio strategy in Core and individual theses under TESIS.

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

Interactive portfolio optimization with configurable constraints.

Algorithms

Covariance benchmarks, method ranking, ensemble regime classifier and research papers.

Lab

Interactive portfolio lab — efficient frontier, weights projection, ticker map and asset inputs.

Research

Portfolio-sizing papers (optimal N, granularity, risk budgeting) with implementations and lessons.

Single-name satellite theses analyzed through the full pipeline.

UNH

UNH → $1Tn thesis via LEAPS — approved. FanChart, metrics, Kelly filter and pipeline verdict.

MSTR

MSTR → $100B thesis via LEAPS — rejected (IV 95%, vega trap). Includes the pipeline verdict.

Analysis

Analyze any ticker: fanchart, metrics and Kelly filter. Replace /SPY with any symbol, e.g. /AAPL.

Interactive research platform: 6 papers, 17 allocation methods, data-backed sizing.

Quant Studio Hub

Starting point for the platform — links to every interactive tool.

Strategy Lab

Configure universe, method, rebalance frequency and volatility target — run live backtests with equity curves.

Radar

All allocation methods compared side-by-side: Sharpe, CAGR, max drawdown, turnover, rebalances.

Paper Explorer

6 portfolio-sizing papers reproduced with interactive charts (Vanderveken, Branger, da Costa, LTCM).

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.