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The institutional stock backtesting software and trading toolkit for systematic traders. Backtest algorithmic strategies, compute Sharpe & Sortino ratios, and validate models on 10+ years of historical data with zero code friction.
The engine behind the edge.
Assemble complex multi-factor models using our intuitive logic canvas. Bridge the gap between intuition and execution without technical debt.
Simulate strategies across equities, futures, and crypto simultaneously to understand cross-correlation risks.
Instant access to petabytes of historical tick data, normalized and ready for ingestion.
Your strategies are compiled to native machine code on the fly, ensuring execution speed that rivals C++ engines.
Run rigorous 10-year quantitative backtests on Nifty 50 equities. Benchmark win rates, maximum drawdowns, and annualized returns without writing code.
Fast vs slow exponential moving average crossovers for capturing sustained momentum trends in Nifty 50 stocks.
Quantifies statistical oversold exhaustion and overbought pullbacks with custom smoothing windows and exit bands.
Calculates convergence-divergence histogram acceleration with multi-bar confirmation and trailing stop exits.
Institutional order block rejection model detecting aggressive wick rejections and market liquidity sweeps.
Want empirical performance data? Read our 10-year backtest comparison across momentum, mean reversion, and trend following.
Simple, transparent, and focused on maximizing your quantitative edge.
Start testing strategies with daily quota and standard limits.
Essential tools for active traders running focused algorithmic strategies.
Unlimited computing power and institutional access for professional quants.
Simple monthly billing with instant cancellation. Enterprise custom solutions available upon request.