QuantleVol. I · 2026

Quant tools,
rented to retail.

Five browser-native instruments that used to require a Bloomberg seat or an Excel add-in with a four-figure license. Free to use, fast to learn, written to be read.

  1. No. 01
    Portfolio construction
    Portfolio Optimizer

    Five construction methods on any universe of US tickers — mean-variance, risk parity, HRP, Black-Litterman, max diversification — with the efficient frontier rendered alongside your weights.

    Includes
    MV · Risk Parity · HRP · Black-Litterman · MaxDiv
  2. No. 02
    Risk attribution
    Factor Lens

    Decompose any stock's daily returns into Market, Size, Value, Momentum, Quality and Low-Vol exposures. Five-factor OLS on style-ETF proxies, rolling β chart included.

    Includes
    5-factor OLS · Rolling β · Annualized α
  3. No. 03
    Alpha discovery
    Alpha Research

    Cross-sectional Information Coefficient, quintile spread returns, and signal-decay diagnostics for any factor over any universe — the toolkit professional quants use before committing capital.

    Includes
    IC · IR · Quintile spread · Decay · Turnover
  4. No. 04
    Event analysis
    Event Study

    Quantify how a stock reacts to earnings, Fed prints, or any list of custom dates. Market-model abnormal returns with AAR/CAAR and per-day t-statistics, centered on the event.

    Includes
    Market model · AAR · CAAR · t-stat
  5. No. 05
    Portfolio risk
    Risk Model

    Decompose your portfolio's variance into systematic and idiosyncratic components, then replay it through six curated historical stress windows — GFC, COVID, 2022 tightening, and more.

    Includes
    Multi-factor decomposition · Stress P&L · Risk contribution