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QCS Python

Welcome to QCS Python

QCS Python is Quarisma's powerful library designed to help portfolio managers and financial analysts perform advanced risk analysis and optimization on their investment portfolios.

Key Features

  • Easy Access to Quarisma Risk Engine: Seamlessly integrate your tools with the Quarisma risk engine. QCS Python allows you to easily connect your portfolio data with our advanced risk calculation tools, ensuring that you can make informed decisions quickly and efficiently.
  • Risk Analysis: Evaluate the risk profile of your portfolio using various methods and indicators, including covariance analysis.
  • Optimization: Optimize your portfolio subject to various position, portfolio and global constraints. We support different types of optimization such as minimizing tracking error, Markowitz, robust mean variance or maximizing diversification.
  • Advanced Financial Models: Utilize advanced models like Black-Litterman, market-implied returns or mutliregression beta factor analysis.