Quantfish | Research Laboratory
Quantitative tools, Market analysis and Optimizations
Market Analysis / Outlook
- EURAUD | EURCAD | EURCHF | EURGBP | EURJPY | EURNZD
- GBPAUD | GBPCAD | GBPCHF | GBPJPY | GBPNZD
- AUDCAD | AUDCHF | AUDJPY | AUDNZD
- NZDCAD | NZDCHF | NZDJPY
- CADCHF | CADJPY
- CHFJPY
Forex: Minors (Cross pairs)
- USDSGD
Forex: Exotics
Monte Carlo - Risk Analysis
- EURAUD | EURCAD | EURCHF | EURGBP | EURJPY | EURNZD
- GBPAUD | GBPCAD | GBPCHF | GBPJPY | GBPNZD
- AUDCAD | AUDCHF | AUDJPY | AUDNZD
- NZDCAD | NZDCHF | NZDJPY
- CADCHF | CADJPY
- CHFJPY
Forex: Minors (Cross pairs)
- USDSGD
Forex: Exotics
Strategy Analysis - Top Performers [ 2026 ]
Correlation Matrices
- Major Indices
- Forex: Major Pairs
- Forex: Minor Pairs
- Forex: Quote Currency JPY
- Forex: All Pairs
- Commodities
- Indices and Main Forex Pairs
- Commodities and Main Forex Pairs
- All Instruments
Portfolio Analysis 1 - Current: Alpha [ 2026 ]
- Combined portfolio projection (Alpha)
- Portfolio Correlation Analysis (Alpha)
- Absolute risk analysis - 1000 samples (Alpha)
- Monte Carlo Key-metric distributions (Alpha)
Portfolio Analysis 2 - Current: Lambda [ 2026 ]
Quick Reference [ Tables ]
- Table: Drawdown vs. Recovery (Intervals: 1% / Threshold: 35%)
- Table: Drawdown vs. Recovery (Intervals: 2% / Threshold: 60%)
- Table: Drawdown vs. Recovery (Intervals: 5% / Threshold: 75%)
- Table: Probability of n consecutive losing trades (Sequence: 10)
- Table: Probability of n consecutive losing trades (Sequence: 25)
- Table: Probability of n consecutive losing trades (Sequence: 50)
- Table: Probability of n consecutive losing trades (Sequence: 100)
Quick Reference [ Graphs ]
- Graph: Normal (Gaussian) distribution
- Graph: Skewed distribution (Skewness - 3rd moment)
- Graph: Peaked distribution (Kurtosis - 4th moment)