🎉 We are still in private preview & planning a full launch in Q4 2025 across global markets.
alphabench
Autonomous Quant Research Assistant

Plan workflows, fetch market data, engineer features, backtest strategies, monitor risk, and export reports — all in one place, with charts, tables, and code artifacts built‑in.

Tip: type @market_data.fetch_historical to quickly insert a tool.
Platform Metrics

Fast, reproducible, and production‑ready. Real‑world metrics that matter to research teams.

Avg Backtest Execution Time
0.0s
Median across recent jobs with realistic slippage and fees.
Strategies Backtested
0
Cumulative backtests run across all workspaces.
Most Profitable Strategy
0.0%
Average annualized performance of the top strategy.
Avg Profitable Strategy
0.0%
Mean performance across profitable strategies.
Portfolios Managed
0
Live and paper portfolios monitored with alerts.
Strategies Deployed Live
0
Deployed via adapters with monitoring and rollbacks.
Data & Screening
Historical/real‑time data, options chains, futures curves, economic indicators, news sentiment, and alternative datasets. Stock screener with themed tables.
Feature Engineering
Technical indicators, factor models, regime detection, event windows, and options metrics on demand.
Backtests & Analytics
Build and compare strategies, walk‑forward analysis, Monte‑Carlo stress. Equity/drawdown charts, KPIs, trade stats, and performance attribution.
Execution & Monitoring
Paper/live execution, VWAP/TWAP/POV algos, smart routing testing, and realtime monitoring with alerts.
Risk & Compliance
Pre‑trade checks, live drawdown/VAR monitoring, kill switch, data license checks and trade approval flow.
Artifacts & Reporting
Side‑by‑side code artifacts, backtest reports, strategy docs, regulatory exports, and Git/Notebook export.
Top Performing Strategies

A rotating view of strategies ranked by average performance across recent backtests.

Mean Reversion Advanced35.29%
Backtests: 340Avg Perf
Trend Following Turbo35.34%
Backtests: 90Avg Perf
Swing Turbo25.44%
Backtests: 377Avg Perf
Trend Following Advanced24.72%
Backtests: 308Avg Perf
Mean Reversion AI20.37%
Backtests: 94Avg Perf
Grid Ultra19.02%
Backtests: 379Avg Perf
DCA Ultra19.07%
Backtests: 162Avg Perf
Grid Max17.12%
Backtests: 133Avg Perf
Arbitrage Quantum14.84%
Backtests: 491Avg Perf
Mean Reversion Ultra14.15%
Backtests: 99Avg Perf
Breakout Ultra14.02%
Backtests: 224Avg Perf
Mean Reversion Pro14.02%
Backtests: 429Avg Perf
Mean Reversion Quantum6.13%
Backtests: 375Avg Perf
Momentum Plus6.68%
Backtests: 324Avg Perf
Momentum Advanced2.34%
Backtests: 470Avg Perf
Mean Reversion Advanced35.29%
Backtests: 340Avg Perf
Trend Following Turbo35.34%
Backtests: 90Avg Perf
Swing Turbo25.44%
Backtests: 377Avg Perf
Trend Following Advanced24.72%
Backtests: 308Avg Perf
Mean Reversion AI20.37%
Backtests: 94Avg Perf
Grid Ultra19.02%
Backtests: 379Avg Perf
DCA Ultra19.07%
Backtests: 162Avg Perf
Grid Max17.12%
Backtests: 133Avg Perf
Arbitrage Quantum14.84%
Backtests: 491Avg Perf
Mean Reversion Ultra14.15%
Backtests: 99Avg Perf
Breakout Ultra14.02%
Backtests: 224Avg Perf
Mean Reversion Pro14.02%
Backtests: 429Avg Perf
Mean Reversion Quantum6.13%
Backtests: 375Avg Perf
Momentum Plus6.68%
Backtests: 324Avg Perf
Momentum Advanced2.34%
Backtests: 470Avg Perf
Quick start
1. Ask: “Backtest a strategy for me and display performance in chart”.
2. Try: @strategy_research.code_backtest
3. View the equity curve and OHLC automatically.
What can I type?
- “Show me how my portfolio is performing” → portfolio table and totals
- “Bring up stock price for XYZ when it was at peak in past 3 months” → OHLC chart
- “Compare all variations of my mean reversion strategies” → strategy comparison table