Build and rebalance portfolios with your constraints, with an optimality bound and an audit file for every proposal.
Upload your universe of funds, ETFs or shares, set your rules and get the proposal with its optimality bound and its audit file in minutes. No identifying data about your clients: pseudonymous codes only.
Sample result
Sample portfolio with sample data
Index names are used only to identify what each ETF tracks, and are trademarks of their owners.
The model is mean-variance, with returns and covariances estimated from historical prices. The optimality bound says nothing about future results or about the quality of those estimates.
What comes with every proposal
- Your constraints, not ours
- Number of positions, minimum and maximum weights, caps by sector, region or issuer, maximum volatility by profile, cost and turnover relative to the current portfolio.
- An optimality bound with every proposal
- Every portfolio comes with an optimality bound: it is at most X bp a year from the best possible result of the model, with your data and constraints. It is a mathematical bound on the model, not a guarantee of results.
- Audit file
- PDF and JSON with the exact input data, the active constraints, the seed, the engine version and a SHA-256 hash. Reproducible, and you can include it in your suitability documentation.
How it works
- Create the portfolio and set your constraints
- Search for assets or import a CSV, and group them (equities, fixed income…) so that you can set caps. Number of positions, minimum and maximum weight, caps per group, volatility and turnover: the editor warns you if they cannot all be met at once.
- Calculate
- The proposal comes with its optimality bound and with each constraint set against its limit, as in the example above.
- Deliver the proposal and keep the audit file
- Download the proposal as a PDF for your client, in plain language and with no identifying data (only your client code), and keep the audit file, which documents the data, constraints and result.
The audit file of every calculation
Every calculation is stored with its audit file and cannot be changed. If the exact data the engine received is resubmitted with the same seed and with the same number of evaluations, the same engine version returns the same result and the same hash.
Mock-up of one page of the PDF audit file, with the sample portfolio and sample data. The hash is illustrative.
R&D in quantum computing
The production calculation is classical. We have run small instances (4 to 10 assets) of asset selection on real IBM quantum processors. We show you the results and their limits in the demo.
- With 4 assets
- The Dicke + XY variant came out above random choice among valid portfolios in 5 of 6 runs.
- From 6 assets
- The result cannot be told apart from random choice.
- On request
- The comparison is offered as an R&D experiment, separate from the production calculation.
Pricing
- Pilot: Free
- 4 weeks free (extendable to 8) with your real portfolios, in exchange for a pilot report. 5 users, 100 portfolios, Universe of up to 500 assets.
- Adviser: €149/month
- For the independent adviser. 1 user, 25 portfolios, Universe of up to 150 assets.
- Firm: €590/month
- For EAFIs and firms with several advisers. 5 users, 100 portfolios, Universe of up to 500 assets.
- Institutional: From €2,000/month
- For asset managers and family offices. 25 users, 1,000 portfolios, Universe of up to 500 assets; API (coming soon), Quantum R&D lane (in demos), SLA agreed in writing.
Prices exclude VAT. The Adviser and Firm plans get a 15% discount with annual billing. You always start with the free pilot; the paid plans come afterwards.
Request a 4-week pilot
We work with your model portfolios in parallel with your current process and, at the end, we give you a comparative report.
QCapital Engine is a tool that supports portfolio construction. The investment decision and the suitability assessment are the adviser's responsibility. QCapital does not provide investment services or financial advice.