QuantAnalyzer is designed to be extensible without limits by plug-ins and snippets. Therefore you can easily create your own parameters, statistical values, etc. For example, you can implement new money management models or Monte Carlo simulations.
The extensibility also gives you access to the source code of all currently running methods and calculations via built-in QuantEditor, which allows you to see how they work and adjust them if you need to do so.
What can be adjusted or extended in QuantAnalyzer?
- Calculated statistical values, such as Sharpe Ratio, Calmar ratio, CAGR, etc.
- Items in the database and strategy overview
- Report formats
- Monte Carlo simulations
- Equity control models
- Money management models
- What-if scenarios
- Result analysis charts
You can learn more in our documentation: Getting started extending the platform.
Several examples of extensibility of the software using snippets
Addition of statistical values
You can add new statistical values and show them in the database or strategy overview
Addition of new what-if scenarios
Such as removing all trades that happen every third Friday in a month
Addition of new Monte Carlo simulations
You can create and add a new Monte Carlo simulation