The Pure Quant* Portfolio Builder puts TradeSmith’s most powerful, proprietary quantitative algorithms to work build a risk-balanced portfolio in just a few clicks.

First, select the portfolio that you want to research. Then, tell us how much you want to invest and how many positions you wish to own.

Pure Quant portfolio chosen

Note that you DO NOT need to enter the dollar sign for your investment. We will type it for you. Click Run Research when you’re done.

The Quant Algorithm will:

  1. Remove all cryptos with a Red, Yellow, or Gray Crypto State Indicator (CSI); 
  1. Remove all cryptos with an average Volatility Quotient (VQ) greater than 80%; 
  1. Remove all cryptos that are trading at a loss since they triggered a CSI entry; 
  1. Sort the cryptos by the number of days that they have been in the current CSI state (Green Zone) with the smallest number of days at the top of the list; 
  1. Run the cryptos through the Risk Rebalancer so that an equal amount of risk is taken in each position; 

Your results then display.

pure quant results

*Note: A Premium or above account is required for this tool.