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.
Fast, reproducible, and production‑ready. Real‑world metrics that matter to research teams.
A rotating view of strategies ranked by average performance across recent backtests.
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.
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Combine fundamental data, technical indicators, and alternative datasets using natural language.
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View the equity curve, OHLC charts, and trade logs automatically.
Example Queries
"Backtest a mean-reversion strategy on RELIANCE with RSI signals"
Equity charts, KPIs, trade analysis
"Build and optimize a factor model using momentum and value factors"
Factor returns, exposures, correlations
"Run stress tests on my portfolio under Black Swan scenarios"
VaR, expected shortfall, scenario impacts
Don't quant alone.
Explore thousands of community strategies. Clone, modify, and improve upon the work of top researchers.
Trend following on large caps with volatility filter.
Consistently outperforms the benchmark with lower drawdown.
Performance Overview - Nifty 50 Momentum
Statistical arbitrage on bank sector pairs on 15 min interval.
Uses cointegration tests to identify mean-reverting pairs.
Performance Overview - Mean Reversion Pairs
High frequency opening range breakout fade.
Capitalizes on morning volatility in the first 30 minutes.
Performance Overview - Gap Up Fade
Dollar cost averaging strategy with volatility adjustments.
Increases position size during high volatility periods.
Performance Overview - DCA Ultra
Breakout strategy on 1h timeframe.
Uses volume and volatility to confirm breakouts.
Performance Overview - Breakout Ultra
Simple, transparent pricing
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- 2,500 credits per month
- Basic backtesting capabilities
- Up to 10 active strategies
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- 10,000 credits per month
- Advanced backtesting & optimization
- Unlimited active strategies
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- 30,000 credits per month
- High-frequency backtesting
- Advanced ML/AI features
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