> backtester --signals --pricing --login --start
engine online — synthetic feed, 31 instruments
A research environment for one quant: you. Nine signals, a custom Python hook, honest slippage, and a live paper book — no Bloomberg terminal, no Quantopian shutdown grief.
Nine built-ins — SMA cross, momentum, RSI, MACD, breakout, z-score, Bollinger, pairs spread, ML hook — or write your own in Python against the close matrix. Every parameter is a slider.
Daily event loop, FIFO trade pairing, and a three-part slippage model: per-share, basis points, square-root market impact. SPY rides along as the benchmark on every run.
Point the same version at the live feed. Positions, fills, and P&L stream over a WebSocket into the dashboard — watch the strategy breathe before any real money does.
A signal is a function from prices to conviction. Everything downstream — sizing, rebalancing, costs — is shared, so families compare on equal footing.
Free tier ships with two strategies and two years of history. Enough to find out.
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