ianmadlenya/qpas

Performance, risk, and execution analysis.

QUSMA Performance Analytics Suite

QPAS is a trading journal with detailed performance, risk, and execution analytics, designed for Interactive Brokers clients. For an overview of its main features, check out the performance report page in the documentation.

• Installer
• Documentation

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

For bug reports, feature requests, etc. use either the GitHub issue tracker or the google group.

Features:

• Highly detailed performance statistics
• Ex-post risk analytics
• Benchmarking
• Execution analytics
• Trade journal: annotate trades with rich text and images

Screenshots:

• Performance statistics
• Trade statistics
• Trade Overview
• Trade Notes
• Ex-post Value at Risk and Expected Shortfall
• Monte Carlo Simulation with Drawdown and Ratio Distributions
• Maximum Favorable/Adverse Excursion
• Benchmarking
• Execution analytics
• Charting with entries and exits

Requirements:

• MySQL/MariaDB or SQL Server (2008+)
• .NET 4.5.1
• QDMS (Needed only for some features: benchmarks, execution analysis, and charting)

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.