Quant Studio
Interactive portfolio research platform — 6 papers, 17 methods, data-backed sizing
One integrated workspace
The Quant Console is now the single dashboard — walkforward, risk observatory, stress tests and factor exposure share one global backtest config (universe, method, rebalance, transaction costs, circuit breaker, risk guard) in a single panel.
GLOBAL BACKTEST CONFIG
shared across every panelCurrent Regime
Market Weather — Full Stress Telemetry
Decay Monitor — live vs backtest gap
Scenario & Config
2008 GFC: SPY −57% (Oct 07→Mar 09), VIX ~20→80. Treasuries (TLT +34%) and gold rallied as safe havens — the diversifier worked.
Same order as the universe above. Preloaded as a sample (60/25/15) — replace with YOUR portfolio. Leave empty to run the selected strategy; when set, the strategy is ignored and the portfolio is replicated at these weights (drift-rebalanced).
Results
| Stressing YOUR portfolio at 60% / 25% / 15% (SPY, TLT, GLD)