Portfolio Builder overview
Two to nine strategies on one shared daily curve. Selection, capital, weighting, the sections of the analysis, saving and the report.
The Portfolio Builder combines several strategies into a portfolio and shows how they behave relative to each other. All portfolio metrics come from one shared daily curve.
Access
The Portfolio Builder is part of the Trader plan. You open it in the QuantDesk sidebar under Portfolio Builder, or from the Library once you have ticked strategies there. On a strategy's test page, Im Portfolio Builder kombinieren (combine in the Portfolio Builder) takes you in with that strategy.
The platform's interface is in German. This page names buttons and sections as they appear on screen and explains them in English.
Choosing strategies
A portfolio consists of two to nine strategies. You can mix strategies from the Library with your own imports. In the builder's header you add more with the plus and the search, or remove some.
Capital
The Kapital (capital) switch sets how the starting capital reaches the strategies:
- Kapital aufteilen (split capital). The starting capital is distributed across the strategies according to the weighting.
- Alle voll (all at full size). Each strategy trades as large as in its own backtest, all on one account, and their gains and losses add up. No weighting applies in this mode.
Weighting
Four schemes are available, all calculated on the same curve:
| Scheme | How it weights |
|---|---|
| Equal | Every strategy gets the same share |
| Inverse volatility | Calmer strategies get more weight |
| Risk parity | Every strategy contributes the same amount of risk |
| Manual | You set the weights yourself |
The sections
A bar at the bottom edge switches between the sections:
| Section | What it shows |
|---|---|
| Überblick (overview) | The portfolio curve, the key metrics and a table with all strategies, the portfolio and the S&P 500 side by side |
| Gewichtung (weighting) | The effective weights, the correlation across all pairs, each strategy's risk contribution, an efficient frontier and a walk-forward of the weights |
| Risiko (risk) | Underwater curve, recovery times, simultaneous drawdowns, each strategy's contribution to the drawdown and historical stress windows |
| Monte Carlo | Path fans, the distribution of outcomes, VaR and CVaR per horizon, a permutation test and the ruin grid |
| Regime | The results per market phase, derived by fixed rules from the S&P 500 daily series |
| Vergleich (comparison) | The current selection next to a saved portfolio, both calculated with the same method |
| Methodik (methodology) | How it is calculated, see Methodology |
Saving, sharing and printing
- Save. Name, selection, scheme and weights are saved. Saved portfolios appear on the QuantDesk dashboard and in the Vergleich section. Trader saves up to 20, Premium as many as you like.
- Share. Selection, weighting and section are part of the address. A link shows the same analysis when opened, and after a reload the same assumptions apply.
- Report. The Bericht (report) button opens the analysis as a printable page. Your browser turns it into a PDF.
On to the Prop Firm Analysis
The In der Prop-Firm-Analyse prüfen (check in the prop firm analysis) button takes you to the Prop Firm Analysis with the portfolio's strategies. It takes at most four strategies at a time.
Limits
- No forecast. All values are a backtest on historical data.
- No recommendation. No scheme and no weighting is marked as the right one.
- Calculated at the daily close. The curves are realised daily results at the exit of a trade and know nothing about open positions during the day.