Professional quantitative tools for independent wealth managers, RIAs, and private investors. Markowitz, RMT, CVaR, options Greeks — all in one terminal.
Built on the same mathematics as institutional platforms — at a fraction of the cost.
Markowitz MVO with Random Matrix Theory covariance cleaning (Marchenko-Pastur filter). Quality tilt via ROE, margins, debt coverage. Sector constraints. Three portfolios in one run: Max Sharpe, Min Variance, Equal Weight.
RMT · LEDOIT-WOLF · QUALITY TILTCombine stocks, ETFs, options (Black-Scholes + BAW), bonds (Vasicek duration), futures, and crypto in a single portfolio. CVaR optimization via LP with Cholesky-correlated scenarios. Portfolio-level Greeks.
CVaR · BLACK-SCHOLES · VASICEKReplay historical crises (2008 GFC, 2020 COVID, 2022 Rate Shock) against your portfolio. Advanced mode: define custom macro shocks — equities, rates, FX, sector overlays, ticker-specific overrides simultaneously.
2008 · 2020 · 2022 · CUSTOMFactor Explorer: IC, ICIR, quintile spreads for 11 factors. Strategy Builder with DSL syntax and walk-forward backtesting. Signal Analysis with OLS ensemble. Deflated Sharpe Ratio for overfitting detection.
IC · ICIR · DSR · WALK-FORWARDInteractive 3D P&L, Delta, and Gamma surfaces across all spot × DTE combinations. Live market price fetch for real IV. Theta decay curve, delta profile, Greeks strip. Back-calculates IV via Brent's method.
3D SURFACE · BAW · LIVE IVIdentifies positions with harvestable losses. Calculates estimated tax savings per country (NL, DE, US, UK, CH, FR, BE). Flags wash-sale violations. Suggests correlated substitutes to maintain market exposure.
NL · DE · US · UK · CHInteractive preview of the terminal interface.
| Ticker | Sector | Opt % | Return | Vol | Quality |
|---|---|---|---|---|---|
| AAPL | Technology | 24.1% | +18.2% | 14.8% | 0.87 |
| MSFT | Technology | 20.0% | +22.1% | 16.2% | 0.91 |
| ASML | Technology | 16.3% | +31.4% | 22.1% | 0.83 |
| NVDA | Technology | 15.0% | +44.7% | 38.4% | 0.72 |
| GOOG | Comm. Svc. | 12.8% | +12.8% | 18.7% | 0.79 |
| JPM | Financials | 4.8% | +9.2% | 12.4% | 0.81 |
| Scenario | Curr P&L | Opt P&L | Curr DD | Opt DD | Δ |
|---|---|---|---|---|---|
| 2008 GFC | −38.4% | −21.7% | −42.1% | −24.3% | +16.7pp |
| 2020 COVID | −24.8% | −14.2% | −27.5% | −16.1% | +10.6pp |
| 2022 Rates | −18.3% | −9.8% | −21.2% | −11.4% | +8.5pp |
| Factor | Category | Mean IC | ICIR | Hit Rate | L/S Spread |
|---|---|---|---|---|---|
| momentum_12m | Momentum | 0.072 | 0.84 | 58.3% | +9.4% |
| quality_composite | Quality | 0.064 | 0.71 | 56.1% | +7.8% |
| value_composite | Value | 0.051 | 0.58 | 54.2% | +5.9% |
| low_volatility | Risk | 0.048 | 0.62 | 55.0% | +6.2% |
| fcf_yield | Quality | 0.041 | 0.49 | 53.4% | +4.8% |
| momentum_1m | Momentum | 0.012 | 0.18 | 51.2% | +1.4% |
Bloomberg Terminal costs ~€2,000/month. MAISNER delivers comparable quantitative depth at 1/40 the price.
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