Build indicator strategies, optimize portfolios with MVO & HRP, run Monte Carlo simulations, and analyze risk with VaR/CVaR — no coding required. Backtest, forward-test, and deploy live signals, all in your browser.
Every strategy follows a structured path from idea to live execution. QuanterLab guides you through each stage.
Overlay entry and exit signals on real price data. See exactly where indicators trigger, with trade annotations and confirmation filters.
Configure entry and exit conditions from 130+ indicators. Export a standalone Python strategy file you can audit and run independently.
Run your strategy against years of historical data. Track the equity curve, benchmark against SPY, and inspect every trade.
Analyze return distributions, rolling VaR, and stress-test your portfolio through Monte Carlo simulations with thousands of paths.
Build and monitor paper portfolios. Import optimized allocations, track cumulative performance, and manage multiple portfolios.
Deploy your strategies in a simulated environment. Monitor live signals, track trade logs, and validate performance before going live.
From hypothesis to execution. Build, test and deploy quantitative strategies in one platform.