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QUSMA Performance Analytics Suite (QPAS) Build status

QPAS is a trading journal designed for Interactive Brokers clients, featuring detailed performance, risk, and execution analytics. For a more detailed look into its features, check out the documentation.

For bug reports, feature requests, etc. use either the GitHub issue tracker or gitter chat.

Features

  • Detailed performance statistics, at the portfolio, strategy, and trade levels
  • Ex-post risk analytics
  • Benchmark and backtest comparisons
  • Execution analytics
  • Trade journal
  • Automation through scripting

Screenshots

Monte Carlo Monte Carlo Performance Overview Performance Overview Expected Shortfall Expected Shortfall
Risk Contribution Strategy Risk Contribution Execution Analysis Execution Analysis Trade Overview Trade Overview
Realized Volatility Realized Volatility Trade Notes Trade Notes Trade Stats Trade Stats

Requirements

Contributing

Simply send a pull request with your changes. If you're looking for something to do, the issue tracker has several bugs and planned features.

While QPAS currently only supports statements from Interactive Brokers, it can easily be extended to support other brokers. See here for more details.

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Performance, risk, and execution analysis.

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