Regime‑conditioned synthetic price series for backtests and stress tests; every run is reproducible (seed + config).
Mitigate risk with our regime‑aware strategies built with your portfolio in mind.
Test your strategies on high quality synthetic regime conditional data then export evidence for committee review.
An Essential Tool for Quantitative Portfolio Managers
Quantolio Insights is built for Quant PMs, research leads, and risk and model-risk teams who need to test ideas across a universe of plausible futures—without being constrained by history or exposing sensitive data.
Agentic, Regime‑Aware Strategy Validation
Quantolio Insights replaces retrospective backtesting with regime‑conditioned simulation, explainable outputs, and exportable evidence so research, risk, and investment committees share a consistent view of strategy robustness before capital is at risk.
Delivered through three pillars:
Isolate signal from overfit
Generate regime‑conditioned scenarios and batch‑test strategies for stability and drawdowns; every run is reproducible (seed + config).
Agentic decision‑support with explainability
A multi‑agent AI team proposes hypotheses/signals with a Signal Card (confidence, factor contributions, rationale, evidence) and passes policy gates before display.
Accelerate the research‑to‑decision cycle
Compress idea → validation → IC; batch tests output committee‑ready artifacts with versioning, lineage, and a full audit trail.