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.
- No. 01Portfolio constructionPortfolio 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.
IncludesMV · Risk Parity · HRP · Black-Litterman · MaxDiv - No. 02Risk attributionFactor 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.
Includes5-factor OLS · Rolling β · Annualized α - No. 03Alpha discoveryAlpha 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.
IncludesIC · IR · Quintile spread · Decay · Turnover - No. 04Event analysisEvent 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.
IncludesMarket model · AAR · CAAR · t-stat - No. 05Portfolio riskRisk 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.
IncludesMulti-factor decomposition · Stress P&L · Risk contribution