Quantpedia Pro platform gives you the opportunity to investigate your model multi-factor multi-strategy portfolios in over a hundred of different charts and tables in multiple quantitative reports in Portfolio Analysis section.
Crisis Analysis – is a risk-management report that allows you to review your portfolio’s performance during 15 significant crisis periods over the last 20+ years. Visit crisis analysis case study subpage to learn more.
Seasonality Analysis – analyze your model portfolio’s performance during the significant market-action periods like – days of economic announcements, FOMC meeting days, etc. Visit seasonality analysis case study subpage to learn more.
Correlation Analysis – review your portfolio’s correlation structure in connection with the most common market and systematic equity, fixed income, currency, commodity, and alternative factors. Visit correlation analysis case study subpage to learn more.
Market Phases Analysis – offers the possibility to investigate past and future average performance and correlation of benchmark SPY ETF and model portfolio in each of the four baseline market phases (bear market, recovery, bull market, correction). Visit market phases analysis case study to learn more.
Portfolio Risk Parity – finds weights of assets selected in the Portfolio Manager that ensure an equal level of risk, most frequently measured by volatility of the individual components of the portfolio. Visit portfolio risk parity case study subpage to learn more.
Markowitz Portfolio Optimization – aims to create the most return-to-risk efficient model portfolio by analyzing several portfolio combinations based on expected returns (mean) and standard deviations (variance) of the assets or trading strategies. Visit markowitz portfolio optimization case study subpage to learn more.
CPPI (Constant Proportion Portfolio Insurance) – is a report that helps an investor test the CPPI methodology – a position sizing model that maintains exposure to a model portfolio’s upside potential while providing a guarantee against the downside risk by dynamically scaling the weight of the model portfolio.