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Overview

Quantify Service​

The Quantify Service is a powerful Data Exploration and Visualization solution built on Metabase, an open-source Business Intelligence tool. It allows you to create custom SQL queries, visualize results, and share insights with your team, all with an intuitive user interface.

Metabase provides a flexible, user-friendly environment for querying databases, creating dashboards, and exploring data without requiring advanced SQL knowledge, though SQL expertise unlocks its full potential.

Visualization samples​

Delta 1 / Delta 2 analysis
Sharpe Over Time

Key Features​

  • SQL Query Interface: Write and execute custom SQL queries against your Backtest Results
  • Interactive Visualizations: Create charts, graphs, and dashboards from query results
  • Data Exploration: Drill down into specific metrics and analyze patterns
  • Collaboration Tools: Share queries, visualizations, and insights with team members

Available Databases​

Quantify provides access to two primary databases:

  • backdb: A relational database containing all backtest results with strategy performance metrics from your cluster
  • rundirs: Access to MesoSim run directories for each backtest via DuckDB, providing access to the event logs and position data for post-processing.

In the following sections, you'll find detailed information about the databases, their schemas, and example queries to get you started with Quantify.

Creating Dashboards​

Feel free to extend the Questions and Dashboards available in Metabase based on your own reporting needs.