Quantitative Tools for Everyone

No-code backtesting & optimisation for traders, researchers, and risk pros. Build, test, and refine strategies with institutional discipline—without the infra headache.

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2,184
Backtests this month
985
Optimised Strategies
16+
Markets & Symbols

Backtest. Optimise. Validate.

A streamlined workflow, built for traders, researchers, and risk professionals.

Backtesting

Run strategies on historical data, evaluate returns & drawdowns, and tune parameters safely.

  • Real market data
  • Parameter search
  • Repeatable results

Optimise

Improve signals and allocations with robust search methods and ML where it matters.

  • Grid/Bayesian hyperparameter search
  • Multi-objective (NSGA-II) trade-offs
  • ML probabilities for sizing
Coming Soon

Synthetic Testing

Backtest on synthetic data to gauge execution and build confidence before capital.

  • Synthetic conditions
  • Latency-aware
  • Audit trail

The Hurst Exponent

A measure of long-term memory in time series. H > 0.5 → trending; H < 0.5 → mean-reverting; ≈ 0.5 → random walk. Learn more.

NZDUSD

Lag 8 (Recent)
H = nan Random
Lag 24 (1D)
H = nan Random
Lag 72 (3D)
H = nan Random
Lag 100 (4D)
H = nan Random

USDCAD

Lag 8 (Recent)
H = nan Random
Lag 24 (1D)
H = nan Random
Lag 72 (3D)
H = nan Random
Lag 100 (4D)
H = nan Random