Documentation
Everything you need to use Quantis Trade — concepts, metric definitions, strategy types, and platform references. Short, plain-English entries that link into deeper material when you want it.
New here? Start with the Learning Centre or browse the Changelog.
Start here
If you're new to systematic trading or to Quantis Trade, these are the right first stops. Each one is plain-English and links into deeper material.
Learning Centre
Read →Browse every concept, metric and strategy type the platform understands — written for traders who want to learn, not just operate.
Changelog
Read →What we've shipped recently, in plain English. Updated when something user-visible changes.
About Quantis Trade
Read →Why the platform exists, the principles behind it, and the people building it.
Core metrics — what every backtest result shows you
Every strategy result on Quantis Trade is reported with the same set of headline numbers. Each link below explains the metric, why it matters, and how to read it.
Sharpe ratio
Read →How much return you get per unit of risk taken.
Sortino ratio
Read →Like Sharpe, but only counts downside volatility — the moves that actually hurt.
CAGR
Read →The annualised growth rate of the strategy's equity curve.
Max drawdown
Read →The biggest temporary fall from a peak the strategy went through during the backtest. Not a permanent loss.
Calmar ratio
Read →Return per unit of drawdown — how much pain you took to earn the return.
Hit rate
Read →What share of trades came out positive.
Turnover
Read →How active the strategy is — high turnover means costs eat into returns.
Alpha
Read →Returns above what the market itself delivered.
Beta
Read →How sensitive the strategy is to broad-market moves.
Information ratio
Read →Excess return over a benchmark, scaled by how consistent that excess return is.
Concepts that show up across the platform
These are the methodology pieces underneath the headline numbers. Useful when a result surprises you and you want to understand why.
Overfitting
Read →Why a backtest can look great and still fail in production — and what we do to flag it.
Sharpe vs PSR vs DSR
Read →Three flavours of risk-adjusted return. The latter two are more honest about luck.
Walk-forward vs CPCV
Read →Two ways of testing a strategy on data the model never saw.
Factor decomposition
Read →Working out what's actually driving a strategy's returns.
IC decay
Read →How quickly the predictive edge of a signal wears off.
Strategy types you can ask the agent to build
The natural-language strategy agent recognises these strategy families. Each link explains what they are and when they make sense.
Momentum
Read →Buy what's been going up, ride the trend until it breaks.
Mean reversion
Read →Buy what's gone down too far, on the assumption it will recover.
Quality
Read →Hold companies that are profitable, well-managed and not overleveraged.
Low volatility
Read →Tilt toward steadier names — historically a strong risk-adjusted return.