The Operating System For Quantitative Finance
Ideate · Strategize · Research · Deliver
Portfolio Risk · Tail Stress
1,000 Paths
Forward drawdown cone & 95% tail CVaR
Stress-tested against mandate limits
Portfolio Risk & Mandate Governance
Size positions against real drawdown limits.
Stress-test 1,000 tail paths and cross-asset correlation spikes against your −5% Caution and −10% Critical mandate gates before committing capital.
Fat-Tail Drawdown Shock
−1.82%
4.4 / 6 Bets
+2.18 pp
Workspaces
Built for institutional pods and independent desks.
One execution-grade research core powering multi-seat fund workflows and self-directed single-name analysis.
PM & Quant Pods
Shared book governance, systematic sleeve validation, mandate risk limits, and cited Investment Committee packets.
- Persistent thesis ID across Ideate, Strategize, Research, and Deliver
- Out-of-sample backtest auditing, risk-parity sizing, and factor exposure
- Tail-risk Monte Carlo stress and live −5% / −7% / −10% drawdown gates
Self-Serve Research Lab
Single-name diligence, equity and options trade structuring, relative-value pair spreads, and portfolio risk.
- 6-Way Expression Lab across spot, hedged pairs, and option verticals
- Full-chain Options Greeks surface and historical earnings shock replay
- One-click portfolio risk optimizer and exportable 2-page PDF tearsheets
Trade Structuring & Derivatives
Structure the trade, not just the view.
Compare outright equity, sector hedges, relative-value peer pairs, and defined-risk options across −15% to +15% spot shocks.
$152.90 (+10%)
+0.78
$250 / 100 sh
β = 0.92 · HL 14.2d
Research Infrastructure
From thesis to IC packet on one record.
Out-of-sample sleeve construction, relative-value pair spreads, and cited Investment Committee filings bound to one persistent ID.
+26.4% ann.
0.86 (240 Trials)
−3.8% (vs −6.8% 1/N)
- Ideate
Thesis mechanism, counterparty positioning, invalidation trigger, and horizon.
- Strategize
Construct long/short sleeves, out-of-sample walk-forward tests, and drawdown gates.
- Research
6-way trade structuring, full-chain Options Greeks, and catalyst shock replay.
- Deliver
Streamed IC memos, CIO briefs, and risk packs (PDF & Word).
Risk Governance
Drawdown Gates
Caution · Warn · Critical
Ideate
Investment Thesis
Frame the catalyst, counterparty positioning, and invalidation trigger.
Strategize
Portfolio Sleeves
Construct long/short sleeves, risk-parity weights, and audit drawdown gates.
Research
Single-Name & Options
Price 6 trade structures, full-chain Options Greeks, and earnings shocks.
Deliver
IC Filings
Stream cited Investment Committee memos and risk packs to PDF and Word.
Home
Command Center
Live VaR, 95% tail CVaR, mandate gate headroom, and PM ↔ Quant asks.
Trace & Memory
Audit Ledger
CLI sweeps beside portal runs and chronological desk memory.
View & Connect
Data Custody
Audit CSV price panels for point-in-time gaps. Encrypted at rest.
Eight institutional checks. Automated.
Standardized research, risk, and portfolio workflows shared across the web terminal and AlphaEngine CLI.
Investment Committee & Audit
Stream the filing. Every chart cites its run.
Compile your thesis, sealed backtest runs, and risk diagnostics into audit-ready PDF and Word committee packets.
01
Investment Committee Memo
Thesis mechanism, counterparty positioning, benchmark spread, and explicit invalidation triggers.
02
CIO Brief & Risk Pack
Target sleeve weights, underwater drawdown duration, 95% tail CVaR, and mandate gate headroom.
03
2-Page Trade Dossier
Single-name scorecard, 6-way payoff matrix, options strike chain, and instant PDF/Word export.
validate_study · Sealed Audit Record
Equity path, drawdown, and parameter stability.
- Net SR
- 1.42
- Adj. SR
- 0.86
- Trials
- 240
Cumulative Equity
1.42
Winning Sleeve
Max Drawdown
−3.8%
Peak-to-Trough
Parameter Stability Surface
240
Lookback × Horizon Grid