Quantoya is a portfolio analysis tool. You enter the tickers and sizing of your holdings, and it runs a set of standard quantitative measures against historical market data — things like systematic and unsystematic risk, Sharpe ratios, CAPM-implied required returns, macroeconomic correlations, and simulated drawdown and Value at Risk scenarios.
The goal is to make the kind of portfolio-level risk analysis that's normally locked behind institutional tools accessible to individual investors who want to understand their own holdings more rigorously.
Quantoya pulls historical pricing data for the tickers you enter, computes returns, and runs those returns through a series of statistical models to produce the figures shown in each results tab. Every metric includes a "What This Means" and "Formula" tab alongside the number itself, so the calculation isn't a black box — you can see exactly how each figure was derived.
Quantoya is an independent project, built and maintained by a single developer with an interest in making quantitative portfolio tools more accessible outside of institutional finance.
See the Privacy Policy for how data is handled, or the Terms of Service for the full terms of using this site. Contact details for both are listed there.