QuantLab gives you the ability to generate positive returns regardless of market direction by trading a diversified portfolio of strategies. One of the most desirable characteristics of portfolios engineered in QuantLab is their continued effectiveness during periods of economic crisis.

QuantLab provides you with non-traditional diversification tools that enhances your ability to generate absolute returns. Traditional diversification is effective during periods of low volatility typically seen in strong bull markets. However, during extreme economic uncertainty and high volatility, as characterised by the 2008 financial crash, it tends to be ineffective. Rather than just investing in a basket of stocks, as would be typical in a mutual fund, QuantLab allows you to diversify across strategies and timeframes. Our long/short diversification further reduces account volatility allowing clients to profit from both rising and falling markets. One unique aspect of QuantLab is our performance look-back diversification, which enables you to add strategies that have performed optimally over 1, 3 and 5 year periods.

The illustration below of a simulated annual return bar chart demonstrates the effectiveness of trading a diversified portfolio of strategies. One noteworthy aspect is the consistency with which returns were generated through different market conditions, including the 2008 financial crisis.


Another way to view the above simulated portfolio is to analyse the monthly return table. This particular portfolio only experienced 6 losing months over the past eleven years.