Systematic portfolio management

From backtest
to a robust portfolio.

Advanced strategy analysis, professional portfolio analytics and live monitoring — in one desktop tool, for any instrument your strategies trade in MultiCharts or TradeStation.

Apply as a beta tester → Explore the features
80+ Metrics per strategy
5 Methodological frameworks
Sharpe Ratio
2.14
12-month rolling
Active strategies
12
Of 236 analyzed
Max Drawdown
−8.3%
Active portfolio
QANTHOS — portfolio dashboard
MultiCharts TradeStation Walk-Forward Analysis Monte Carlo Surface Explorer Macro Impact Analyzer Portfolio Optimizer Edge Finder · Bias Explorer Co-Loss Correlation · Position Sizing · Risk Parity MultiCharts TradeStation Walk-Forward Analysis Monte Carlo Surface Explorer Macro Impact Analyzer Portfolio Optimizer Edge Finder · Bias Explorer Co-Loss Correlation · Position Sizing · Risk Parity
§ 01 · Tools

Every problem.
One tool.

01 · Portfolio Lab · Equity

Portfolio equity, rebuilt trade by trade.

QANTHOS applies Walk-Forward Analysis to the portfolio logic, not to the individual strategy: filters, selection rules, money management and rebalancing are applied ahead of every rotation, and the curve rebuilds the performance that results.

  • Trade-by-trade curve, not just the rotation points
  • RAW and MM side by side: selection separated from sizing
  • In-Sample / Out-of-Sample validation on a Lock-box holdout
Walk-Forward Analysis QANTHOS
02 · Developer Assistant

Before you write the strategy, you already know where to look.

A suite for developing and validating new strategies, built around overfitting prevention.

  • Edge Finder: tests hundreds of approaches on one instrument and tells you where it is worth digging — research hypotheses, not finished strategies, with the EasyLanguage code to start from
  • Surface Explorer: where the parameter is stable and where it isn't
  • Bias Explorer: the hidden biases in your backtest
Edge Finder — QANTHOS Developer Assistant
03 · Macro Impact Analyzer

FOMC, NFP, CPI. Data, not gut feel.

Some strategies lose systematically on macro data days. QANTHOS measures it and alerts you via Telegram before the release.

  • Coverage: FOMC, NFP, CPI, GDP, PPI, Jobless Claims
  • Pre-event Telegram alerts: cut size before the release
  • Historical data, not gut feel
Macro Impact Analyzer QANTHOS
04 · Advanced correlations

Classic correlation deceives.

Two strategies with low average correlation can still lose together under stress. QANTHOS measures Co-Loss and Stress Correlation.

  • Co-Loss: how much two strategies lose together
  • Stress Correlation: how they behave under market pressure
  • Automatic alert if Co-Loss exceeds your configured threshold
Correlations QANTHOS
05 · Portfolio Lab

The portfolio you want, not the one you can barely manage.

Filters on 80+ metrics, optimizer, automatic rebalancer and 6 position sizing methods. Excel doesn't scale — QANTHOS does.

  • Formula Editor: bring your Excel formulas with nothing new to learn
  • Portfolio Rebalancer: no asset class overweighted
  • Position sizing: Fixed Fractional, Kelly, HRP, Risk Parity and more
Portfolio builder QANTHOS
06 · Live monitoring

The portfolio forgets nothing.

Mismatched sizes, out-of-sync positions, incoming macro events, hidden slippage — flagged on-screen or via Telegram, before they become a problem.

  • Checks live strategies and sizes on MultiCharts against the intended portfolio
  • Reconciles positions between MultiCharts and Interactive Brokers in real time
  • Cross-references the Macro Calendar with strategy history ahead of each event
  • Slippage report by instrument and by strategy, not estimates
  • Rollover alerts for expiring contracts and margins updated via IB TWS
Live monitoring QANTHOS
§ 02 · risk management

Risk can't be eliminated.
It's measured.

QANTHOS includes six risk-analysis tools that go beyond classic correlation — because what matters is how strategies behave when things go wrong.

01 · Portfolio filters

80+ metrics.
Rules that work.

Build combined filters on any metric — rolling Sharpe, K-Ratio, minimum Win Rate, Average Trade, relative Max Drawdown. Top-N, percentiles, custom formulas with Formula Editor.

Sharpe > 1.5 K-Ratio > 1.2 WR ≥ 50% AvgTrade / MinAvg > 1.0 +76 metrics
STRATEGIES AFTER FILTER — 236 → 25
Pass
Fail
02 · Money Management

Six methods.
One goal.

From Fixed Fractional to the Kelly Criterion, from Risk Parity to HRP (Hierarchical Risk Parity). Choose the method based on your portfolio's risk profile — or combine them per strategy.

Fixed Fractional Kelly Criterion Risk Parity HRP Volatility Target Custom Formula
sizing = kelly_fraction(p=0.54, b=1.82)
  › f* = 0.18 · capital = $4,320 / contract
03 · Advanced correlation

Classic correlation lies.

Co-Loss Correlation: measures how much two strategies lose together on down days. Stress Correlation: behavior during deep drawdowns. What truly matters when the market turns.

CO-LOSS CORRELATION MATRIX — 5 STRATEGIES
1.0
.42
.18
.09
-.12
.42
1.0
.71
.38
.22
.18
.71
1.0
.15
.11
.09
.38
.15
1.0
-.08
-.12
.22
.11
-.08
1.0
High Medium Low Negative
04 · Macro Impact Analyzer

FOMC, NFP, CPI.
Stop guessing.

Statistical analysis of performance on macro data release days. If a strategy loses systematically on FOMC days, QANTHOS shows you — and alerts you via Telegram before the release.

PERFORMANCE PER EVENTO MACRO — AVERAGE NET P&L
NFP
FOMC
CPI
GDP
PPI
ISM
JC
FOMC → exclude CPI → cut size NFP → keep
05 · Margin analysis

Real margins.
Calculated, not estimated.

Calculates the actual margin required for the portfolio you're about to take live, updated automatically through the Interactive Brokers TWS connection. It distinguishes overnight strategies from intraday ones — which require lower margins — so you know exactly how much capital you need before you trade.

REQUIRED MARGIN — LIVE PORTFOLIO · VIA IBKR TWS
ES  overnight$13.200
NQ  overnight$17.600
CL  intraday$3.465
GC  overnight$11.000
Total required$45.265
IBKR TWS connection Intraday → lower margin Automatic update
06 · Portfolio Rebalancer

Automatic balancing.
Zero overexposure.

The Portfolio Rebalancer analyzes exposure by asset class and automatically rebalances weights to remove unwanted concentrations — without any manual Excel calculations. Rebalancing is applied automatically to every historical portfolio: the effect shows up directly in the portfolio equity produced by the Walk-Forward Analysis, in one click.

Automatic balancing By asset class Applied across full history Equity · Commodities · FX · Rates
Before
BEFORE
Equity 62%
Commodity 25%
FX 10%
Rates 3%
→
After
AFTER
Equity 35%
Commodity 25%
FX 22%
Rates 18%
§ 03 · method

Four steps.
No illusions.

The same workflow professional systematic traders use. Import, filter, validate and deploy — with reproducible metrics at every step.

01

Import your strategies.

Load your TradeStation or MultiCharts workspaces. QANTHOS computes over 80 metrics per strategy.

Portfolio ▸ Load Portfolio "LongShort.tsw"
› 236 strategies · 12 tickers · 16 years of data
02

Filter with measurable rules.

Build filters on any metric: WR ≥ 50%, 12m Sharpe > 1.5, K-Ratio > 1.4. Top-N, percentiles, custom formulas.

filter "Quality+UPI":
  avg_trade / min_avg_trade_12m > 1.0
  Top N(25) by UPI_12m
03

Generate and validate the portfolio.

The rotational portfolio is built by applying your rules at every rotation. Trade-by-trade walk-forward curve, RAW and MM side by side, In-Sample / Out-of-Sample validation on a Lock-box holdout.

$ qx generate "Rotation_40" --walkforward --lockbox
04

Deploy and monitor.

Live monitoring with Telegram alerts, automatic rebalancer, drift detection. The portfolio never forgets a thing.

Monitoring ▸ Live Portfolio "Rotation_40" · MM ON
Portfolio Lab · Equity

The equity you see is rebuilt, not interpolated.

Walk-Forward Analysis applies the full construction logic to the portfolio — filters, selection rules, money management, rebalancing — and rebuilds performance trade by trade. Before you risk capital, you know how it would actually have behaved.

  • Trade-by-trade curve, not just the rotation points
  • RAW vs MM: selection quality and sizing contribution, separated
  • In-Sample / Out-of-Sample validation on a Lock-box holdout
  • SHA-256 data integrity — eliminates the continuous-contract recalculation problem
QANTHOS Walk-Forward Analysis
Macro Impact Analyzer

Stop guessing how your strategies react to macro data.

FOMC, NFP, CPI, GDP — every release can flip the equity curve. The Macro Impact Analyzer statistically computes how each strategy performed on those specific days.

  • Performance by event: release days vs normal days
  • Include or exclude strategies on macro days with statistical evidence
  • Full coverage: FOMC, NFP, CPI, GDP, PPI and all major events
QANTHOS Macro Impact Analyzer
2
Integrated platforms
5
Methodological frameworks
80+
Metrics per strategy
§ 04 · foundations

Not opinions.
Methodology.

Every feature rests on established quantitative methodologies. Rigor isn't a marketing claim.

Portfolio validation
Portfolio walk-forward, robust optimization, holdout validation
Allocation & volatility
Volatility targeting, forecast scaling, portfolio allocation, IDM
Statistical anti-overfitting
Deflated Sharpe Ratio, bias detection, backtest statistics
Trend & risk control
Trend systems, risk control, position sizing, portfolio diversification
Mean reversion & execution
Strategy prefilter, mean reversion, cointegration, execution
§ 05 · start

Stop believing.
Start measuring.

90 days of full Beta access, no credit card. Your strategies, your data, your validation.

Apply as a beta tester → Talk to a quant
Not ready for the beta?

Follow the development of QANTHOS.