QuantFlow
Built for evidence-driven traders

See the system
behind your edge.

QuantFlow brings your trades, risk, macro data, and quantitative research into one focused decision system.

JournalMacroRiskResearch
SYSTEM / OVERVIEW
01 / SYSTEM

Everything, connected
in one system.

Every part of QuantFlow works together in one place.

01
Institutional trade-analysis engine processing execution data

Trading intelligence

Turn every execution into structured evidence with journal analytics, expectancy, streaks, and session breakdowns.

02
Global macroeconomic network connecting institutional liquidity flows

Macro context

Track liquidity, economic releases, and the market regime around each decision — in one research workspace.

03
Artificial-intelligence neural core inside a quantitative research laboratory

Quant Lab

Explore risk metrics, test hypotheses, and use an AI research assistant without leaving your workflow.

02 / ORIGINAL RESEARCH

Liquidity, measured
where it reaches markets.

QuantFlow’s research layer includes L_net — a net-liquidity framework designed to study market drawdowns and asymmetric risk, not just average returns.

Open Quant Lab
Net liquidity modelMODEL ACTIVE
INPUT 01WALCL

Fed balance sheet

INPUT 02TGA

Treasury cash

INPUT 03RRP

Reverse repo

Lnet
DERIVED SIGNALNet market liquidity Liquidity regime indicator
01 Quantile regression02 Left-tail risk03 Drawdown probability
PUBLISHED ON ZENODOOPEN ACCESSWORKING PAPER
INDEPENDENT RESEARCH / 2026

L_net: Federal Reserve Net Systemic Liquidity as a Predictor of Nasdaq 100 Drawdowns

An original empirical framework testing whether Federal Reserve net liquidity contains information about downside risk in the Nasdaq 100.

AUTHORShamil IsaevDOI10.5281/zenodo.21811730LICENSECC BY 4.0
PUBLISHED ON ZENODOOPEN ACCESSWORKING PAPERVERSION 2.0
COMPARATIVE FINANCE / 2026

Institutional Quality and Stock Market Development: Russia and the United States

A comparative working paper examining equity-market depth, trading activity, investor access, and the institutional conditions surrounding market development.

01 Market depth02 Trading activity03 Institutional quality
AUTHORShamil IsaevDOI10.5281/zenodo.22695682VERSION2.0
QUANTFLOW SYSTEM

The operating system
for market research.

Trading records, macro context, risk controls, and quantitative models in one connected workspace.

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