Quantitative finance research software

A visual research platform for assembling and testing tactical asset allocation and signal based strategies over 20 years.
Latest published research
Insider Buying Strategy Tested Apart - Investment, Manipulation, Protection, Liability

Strategies designed as circuit diagrams

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The lab: the test's circuit on the canvas and the assistant's conversation beside it
The lab, with its assistant
A circuit of two strategies and a router, its cards lighting up as it runs
Two lanes, one router
A factor book as a circuit, its cards lighting up as it runs
A factor book
A paper trade in the lab: its book, its chart and its signals
Paper trade
A compiled study in the lab: both arms against simply holding the benchmark
A compiled study
QuanterLab cards in a ChatGPT chat and a Claude chat, each with its circuit and its result
In ChatGPT and Claude

Wire cards on a canvas into a strategy, then test it on the past, using only what was known on each day.

Regime Analysis

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Regime Analysis: Diagnostics
Diagnostics
Regime & Price
Regime & Price
Hurst Analysis
Hurst
Volatility & Squeeze
Vol & Squeeze
Monte Carlo
Monte Carlo
Distribution
Distribution

See how a stock behaves before you write a rule for it: whether it trends or drifts back, how calm or wild it is, and how deep its falls have been.

Indicator Strategies, end to end

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Universal Builder Overlay
Builder Overlay
Per-Regime Optimizer
Per-Regime
Dynamic Mean
Dynamic Mean
Regression Optimizer
Regression
Walk-Forward
Walk-Forward

Write a trading rule from indicators such as RSI or a moving average, tune its levels, and check them on years they were not tuned on.

Stochastic Methods: model the process

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OU Sensitivity Surface
OU · Sensitivity
OU Z-Score backtest
OU · Z-Score
Kalman filter
Kalman
Realised volatility surface
RV Surface
Volatility cone
Vol Cone

Fit a model to how a price, or the gap between two prices, moves, and trade when it strays far from what the model expects.

Factor Models: portfolios, not trades

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Factor Screener
Screener
MVO
MVO
HRP
HRP
IVOL
IVOL
Portfolio Backtest
Backtest
Autopsy
Autopsy

Rank the stocks of an index on traits such as value or momentum, hold the best as a portfolio, and see which trait carried the result.

Paper Trading & Portfolio Visualiser

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Basic Paper Trader
Basic
Advanced Paper Trader
Advanced
OU Paper Trader
OU
Kalman Paper Trader
Kalman
Portfolio Visualizer
Portfolio Viewer

Follow a strategy forward on paper, marked once a day after the US market closes, to see whether it keeps doing what its test showed.

Time Travel

Test against history you couldn't have foreseen.

Pin a virtual today and the platform replays history forward, bar by bar. The strategy sees only what was knowable then. The question isn't whether you were right about one crash; it's whether your methodology holds up when reality unfolds, and where it breaks.

Point-in-time research

Only what existed on the pinned date is visible: universe, constituents, filings, prices. Acting twenty years ago, not fooling yourself with today's survivors.

  • Per-epoch isolation: every artifact stamped with its virtual today
  • Survivorship-corrected universes: delistings included
  • Filings as published: restatements stay in their own epoch
Methodology stress test

Build with what was knowable. Replay forward bar by bar: pure methodology, no hindsight in the design.

  • Hermetic builds: nothing from after the cut-off is visible
  • Replay forward: bar by bar, your method on autopilot
  • Market correlation: moved with the tide, or despite it
Pre-loaded crisis cuts
2008
Global Financial Crisis
Anchor at 2007-Q4 and walk forward through the collapse.
2015
China devaluation
Build regime-aware. See what holds when correlations break.
2020
COVID crash
Freeze at 2020-Q1. Test stops, sizing, regime gates.
2022
Rate-hike regime
Strategies that adapted vs those that didn't.

Theory and methods, with academic references.

Articles that explain why, not just how. Method deep-dives, conceptual explanations, terminology breakdowns, each grounded in real academic sources you can chase down.

Methodology Why walk-forward is the only validation that counts A backtest that looks great in-sample means nothing if you didn't fold the optimisation step into the validation. What walk-forward actually tests, and what it doesn't. Adaptive Thresholds Per-regime, dynamic mean, regression: when each one wins A side-by-side of the four threshold modes on the same RSI strategy across 2018–2025. Where each mode beats Static, and where it overfits. Falsification The four ways your backtest is lying to you Survivorship bias, look-ahead, restated fundamentals, and the tail-risk you didn't simulate. How Time Travel + bootstrap + Monte Carlo close each gap.
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We examine, not to claim: to understand when models work, and when they don't.

QuanterLab is software built for quantitative research, and these studies are what it produces. Each one seals its hypothesis before anything is scored, sees only what was knowable on each date, and has to clear the platform’s checks before it publishes. Free to read, no account needed.

Every company where an insider bought vs Three or more different insiders bought Insider Buying Strategy Tested Apart - Investment, Manipulation, Protection, Liability November 11, 2026 · A registered comparative walk-forward study on S&P 500: Every company where an inside… against Three or more different insid…. Paired on 5021 out-of-sample days, P(Every company where an inside… beats Three or … Rotate vs Retreat Rotate or Retreat: When the VIX Rises, Change Which Stocks You Hold or How Much You Hold? Twenty Years on the S&P 500 November 08, 2026 · A registered comparative walk-forward study on S&P 500: Rotate against Retreat. Paired on 5011 out-of-sample days, P(Rotate beats Retreat) = 99.3%; CAGR gap 4.1 pp. Always in the market vs In cash when the market falls Elder's Triple Screen Taken Apart: Twenty Years on the S&P 500 as It Stood November 04, 2026 · A registered comparative walk-forward study on S&P 500: Always in the market against In cash when the market falls. Paired on 5011 out-of-sample days, P(Always in the market beats In cash when the market falls)…
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What each plan includes

The main limits, as the platform enforces them
WhatStarterPractitionerResearch
In the lab
Build and run your own circuits Yes, with the Starter cards, on a ticker, a basket or the NASDAQ-100, and portfolios held at the weights you set Every card but the Research ones, on every index Every card
A published study's own circuit, its settings changed 3 runs a day No daily count No daily count
Walk, write up and publish a research study No No Yes
The platform's modules
Paper trading in the Basic, Advanced and Stochastic lanes, marked once a day after the US close No 10 per lane 20 per lane
In ChatGPT and Claude
Runs: backtests, walk-forwards, scans, stochastic methods, regime analysis and your saved lab circuits Runs every day, of anything an assistant can start Each kind up to its daily cap: 50 backtests, 50 stochastic-method backtests, 10 walk-forwards, 10 lab circuits, 30 mean-reversion scans, 15 pairs scans, 20 regime analyses, 10 regime optimisations The same caps

Every account starts with 30 days of Practitioner, free, with no card. After them, a plan, or the account is read-only: it keeps its saved work and reads every study, and runs nothing.

Every plan, every limit

Open the lab.

Anyone can create an account. The research stays free to read.

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