QSYS
v1.0
System · Lab
Portfolio Lab
Efficient frontier, weights projection and ticker map for any basket.
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📚 Evidence — papers behind this tool
→ DeMiguel, Garlappi & Uppal (2009) — why 1/N is the benchmark to beat
→ Kelly (1956) — geometric-growth sizing behind the Kelly filter
→ Markowitz (1952) — the efficient frontier this lab draws
Portfolio Lab
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60/40
All Weather
Tech Heavy
Risk Parity 3-Sleeve
|
1/N Equal Weight
Universal Portfolio
CVaR Min-Variance
Cash Buffer Equal Weights
Optimal Size
Signal
Regime-Aware (statistical)
Hurst-Adaptive (exploratory)
Kelly vol-only de-risk
Kelly fraction: 0.25
Target vol: 12%
Frontier
Weights