QuantAI Advisors
Portfolio Analysis
Analyze and optimize your investment portfolio with advanced quantitative methods
Portfolio Configuration
Enter up to 10 ticker symbols
Data available for last 5 years
Portfolio Optimization Method
Select an optimization method for portfolio weight allocation
Allocates capital equally across all assets without preference.
Clusters assets by similarity and distributes risk equally.
Uses correlation minimum spanning tree for ideal diversification.
Uses Ridge regression for controlled diversification.
Uses Lasso regression for concentrated positions in higher performing assets.
Uses ElasticNet regression blending moderate concentration with diversification.
Define your own weights for each asset in the portfolio.
Portfolio Performance
Sell Signals: Red triangles indicate recommended sell signals. Larger triangles suggest a higher percentage of position to sell.
Tail Sharpe Ratio (TSR)
Tail Sharpe Ratio measures risk-adjusted return potential in favorable market conditions. Values above the SMA(84) line indicate strong upside potential relative to volatility.