Buy-side quant analytics, retail price
Twelve buy-side quant tools — Sharpe, IC, HRP, factor regression, walk-forward, Monte Carlo, cointegration, regime detection, signal decay, drawdown analytics, stress testing, PCA — packaged into one Quant subscription.
Performance & Risk
What happened to your capital, and how bad can it get?
Portfolio simulator
Auto paper-trade the AI signals. Daily mark-to-market with Sharpe, Sortino, Calmar, max drawdown.
Risk & allocation
Correlation matrix + Risk Parity / HRP / Min Variance + Value-at-Risk + CVaR for your watchlist.
Drawdown deep-dive
Every drawdown episode, recovery times, Calmar / MAR, Ulcer + Pain indices.
Signal & Attribution
Is the edge real, and where does the return actually come from?
Backtest Lab
Define a long/short strategy on the signal panel and backtest it after each market's real transaction tax — costed equity curve, Sharpe/IR, turnover, walk-forward OOS, and a Deflated Sharpe that catches overfitting. Runs on our archive or your own data.
Alpha research
Information Coefficient, decile portfolio test, calibration plot, long-short Sharpe with PSR.
Factor analysis
Fama-French regression — decompose returns into alpha + Market + Size + Value factor exposure.
Walk-forward + Monte Carlo
Fold-by-fold signal stability + 5,000 bootstrap iterations showing the outcome distribution.
Trading costs & sizing
Cost sensitivity curve + Kelly / half-Kelly / vol-target sizing rules side-by-side.
Market Context & Strategy
What's the regime, what risks are hidden, what trades are out there?
Market regime
Real-time SPY vol-and-trend regime classifier + IC of our signals inside each regime.
PCA / factor decomposition
Eigenvalue analysis — surface hidden risk concentration in your watchlist.
Every tool ships with a public demo mode (synthetic backfilled data) and the live view (your Quant subscription). Demo lets you preview before subscribing; live runs on the real predictions_log once the seed cron has accumulated history.