Strategy Lab
Portfolio optimization, backtesting, and forecasting — powered by the same analytics engine as the API. Premium feature.
Portfolio Optimization
Modern-portfolio-theory weights over the last five years of daily returns.
Allocate a basket for minimum variance, tangency (max Sharpe) and risk parity, then plot the efficient frontier.
Backtest
Momentum strategy vs. benchmark.
SMA-crossover strategy backtest against a benchmark: return, drawdown, win rate, and the full equity curve.
Forecast
Return statistics and trend regression.
Statistical regime read on daily returns: momentum, mean-reversion z-score, autocorrelation, and OLS trend.