Features Overview
AlgoChef provides a suite of tools for validating, stress-testing, and managing your trading strategies. Each feature is designed to answer a specific question about your strategy's viability.
Core Features
| Feature | What It Does | Key Question It Answers |
|---|---|---|
| Strategy Hub | Your strategy library — organize, group, and manage | Where do my strategies live? |
| Strategy Analyzer | 200+ metrics, equity curves, distribution analysis | Is this strategy any good? |
| Monte Carlo Simulation | Randomized stress testing with 5 methods | Would this strategy survive different market conditions? |
| Health Monitor | Degradation detection over time | Is my strategy getting worse? |
| Portfolios Hub | Five portfolio build modes, from manual to engine-driven | How do I combine strategies into a portfolio? |
| Portfolio Studio | Per-portfolio analysis, sizing, and robustness | Is my portfolio ready to trade? |
| Allocation Methods | Ten capital-split methods compared side by side | How should capital be split across strategies? |
| Strategy vs Benchmark | Compare against S&P 500, NASDAQ, and 15+ benchmarks | Am I generating real alpha? |
| Crisis Dependency | Analyze performance during market crises | Does my strategy need crashes to profit? |
| Head-to-Head | Side-by-side analysis of up to 8 strategies | Which strategy is better? |
| Instruments | Contract specs — point values, costs, margins | Are my P&L numbers computed correctly? |
The AlgoChef Workflow
These features work together in a natural progression:
- Import & Analyze — Upload your strategy (Import Guide) and review the full report in the Strategy Analyzer
- Score — Check the 5-score system (Profitability, Risk, Confidence, CSI, Health)
- Stress-Test — Run Monte Carlo simulations to verify robustness
- Benchmark — Compare against market indices and analyze crisis dependency
- Compare — Put your best strategies head-to-head
- Build — Combine winning strategies into portfolios in the Portfolios Hub
- Prepare — Size and stress-test the portfolio in Portfolio Studio
- Monitor — Track live strategies with the Health Monitor
Feature Deep Dives
- Strategy Hub — Library, groups, favorites, bulk actions
- Strategy Analyzer — The Quality Report: metrics, charts, suggested targets
- Monte Carlo Simulation — Robustness Test, Health Validation, Capital Sizing, Survival Test
- Health Monitor — Degradation tracking
- Portfolios Hub — Compose, Candidates, Library
- Portfolio Studio — Analyze, Allocate, Robustness
- Allocation Methods — Equal Capital through Black-Litterman
- Strategy vs Benchmark — Alpha, beta, capture ratios
- Crisis Dependency — Crisis zone analysis, permutation testing
- Head-to-Head — Shareable comparison reports
- Instruments — Contract specifications and trading costs
Tip
Ready to see this in action? Start your free trial — no credit card required.