Research questions
- Distribution across the full 3,545-stock universe.
- Concentration by sector, industry, and market-cap band.
- Rank signal vs. forward 12-month returns.
- Long-short and top-minus-bottom buckets vs. benchmark risk.
QuantLink AI · Factor Research
Single-factor engine for ranking, bucketing, and risk analysis.
Metric. Lookback. Buckets. Distribution. Signal quality. Backtest. One workflow from raw universe to verdict.
Dashboard architecture
Cross-section first. Concentration risk second. Predictive power third. Portfolio behavior last.
| Module | Purpose |
|---|---|
| Universe Stats | Count, lower quartile, median, and upper quartile for the selected metric. |
| Distribution & Segments | Histogram with S&P 500 percentile reference overlay. |
| Sector & Industry | GICS sector medians, top-15 industry breakdowns, and universe-median reference lines. |
| Market Cap Bands | Mega, Large, Mid, Small, Micro, and Nano segmentation. |
| Predictive Power | Forward 12-month returns by decile of factor exposure. |
| Signal Quality | IC, Spearman, Pearson, OLS slope, R-squared, monotonicity, spread, sample size, and verdict. |
| Backtest & Risk | Quintile cumulative returns, benchmark comparison, Sharpe, Sortino, drawdown, Calmar, win rate, and terminal wealth. |
| Sector Composition | Stacked sector exposure by quintile to reveal unintended sector bets. |
One-screen verdict
Distribution. Concentration. Signal quality. Performance. Risk.
- Changing any control recomputes all panels.
- The key-takeaway panel summarizes backtest highlights, sector bias, and signal quality at a glance.
- Conditional formatting and reference overlays keep dense outputs easy to scan.