A private trading research platform — strategy backtesting with transaction costs,
out-of-sample validation, async signal generation, paper trading, and forward performance
scoreboards. Built to close the gap between academic research and real execution.
Built for the full research loop — from hypothesis to backtest to live forward tracking —
with proper statistical guardrails at every step.
📈
Strategy Backtester
Run 15+ built-in strategies on any ticker with configurable date ranges, commission
and slippage in bps, benchmark comparison, and equity curve visualization.
backtest · equity curve · benchmark
🔬
Out-of-Sample Validation
Automatic holdout splits and walk-forward rolling folds. See IS vs OOS Sharpe,
CAGR, and drawdown side-by-side to detect overfitting before it costs you.
OOS · walk-forward · overfitting guard
⚡
Async Signal Dashboard
Refresh signals across your entire watchlist asynchronously with live progress feedback.
BUY / HOLD / SELL signals with strength scores, computed at market close.
signals · async · watchlist
⚖️
Strategy Comparison
Side-by-side multi-strategy comparison on the same ticker with overlaid equity curves,
drawdown ribbons, and a comprehensive metrics grid.
compare · multi-strategy · metrics
📋
Paper Trading
Track strategies forward in real time from today's date. Build weighted portfolios
across paper strategies and monitor aggregate performance day by day.
paper · portfolio · forward tracking
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Forward Scoreboards
Rank paper strategies and portfolios by live forward performance — not in-sample
backtest returns. Anti-gaming guardrails: minimum live days, exposure normalization.
scoreboard · forward · anti-overfit
Data sourcing
Price data fetched via yfinance with automatic synthetic fallback detection.
All results carry data-source warnings — synthetic data backtests are flagged as invalid
for decision-making.
Transaction costs
Commission and slippage in basis points, deducted via realized turnover.
Default parameters reflect realistic retail-broker costs. All results show
gross and net returns.
Statistical limits
Walk-forward and OOS splits surface the IS/OOS gap. Scoreboards rank only
forward paper performance — raw backtest leaderboards would mostly reward overfitting
and are intentionally absent.
Private access
Ready to start researching?
quant_prod is a private pre-production platform. Log in with your credentials
or request access. All backtests, signals, and paper strategies are scoped
to your account.