Power through Simplicity

QuantRunner's visual analytics allow you to visually see risks and opportunities in your strategies that you may not have been looking for. The highly complex and sophisticated alpha generation models and optimization infrastructure of most quantitative funds are excellent tools for minimizing known risks, but can make unknown risks difficult to spot. QuantRunner provides user-friendly visual tools for evaluating performance and identifying risks.

See Results

Tell a Thousand Words

QuantRunner lets you graphically display a wide array of cash, value, performance and risk metrics, as well as portfolio composition over time. You can use these tools to look at the results of a hypothetical strategy or upload your actual trading history. All statistics are shown in easily read graphs that help you remove the guesswork from your analysis. QuantRunner has a variety of statistics built in, including:

• Sharpe Ratio
• Drawdowns
• Portfolio Value
• Cash Balance
• Cumulative Profit
• Periodic Returns
• Many more...

All performance metrics, as well as transaction lists are easily exportable to a spreadsheet, for unlimited customizable reports and analyses.

Show Them What You're Really Made Of

Portfolio Segmentation

See the composition and quality of your prior transactions in an easily readable graphical form. See what your portfolio has looked like over time.

• Winners vs. Losers
• Industry Exposures
• Market Cap Buckets
• ...More

A single mouse click can show you the statistics that most interest you within those groups (# trades made, # positions held, $ earned, avg. time held, etc.) over time.

Comparison Shop

Does this strategy make my tail look fat?

QuantRunner allows you to compare the performance and composition of different strategies. Whether comparing the results of different hypothetical tests or actual histories you can see differences quickly before going live.

• Compare different strategy backtests and see which does better in what time frames
• Compare your actual history against strategy backtests and see how you actually compared
• Re-run your strategy against the actual implementation results to confirm real world performance
• Compare the actual histories of different live strategies or desks to identify best practices

Our visual tools allow you to perform such tests in minutes. Compare your strategy against the market or against other strategies.

Prevent Decay

Extend Your Fund's Half-lives

If all it took was technological infrastructure and a math background, every strategy of every quant fund would create alpha with lengthy half-lives. Fact is, it is tough to find the homeruns other funds miss - especially with more funds entering the league on a monthly basis. QuantRunner's tools provide power through simplicity and let you check your strategies before your competitors get to the plate. QuantRunner helps you get the edge on the competition.

For more information, please contact QuantRunner Software at This e-mail address is being protected from spambots, you need JavaScript enabled to view it .