One workflow
Define configurations, validate assumptions, source market data, simulate, optimize, compare, reproduce, generate signals and operate trading workflows.
The QuantForge Research Engine holds the study together: market data, simulation, optimization, machine learning, trade-level analytics, and the path to signals. An embedded agent makes that depth usable.

One workflow
Define, validate, run, optimize, analyze, and operate without leaving the environment.
Agent inside
Ask, inspect, adjust configurations, and run supported research from the page you are on.
Engineers on call
Quant engineers stay available when the work needs human judgment.
A research platform is more than a backtesting library. It is the infrastructure around every experiment, decision and deployment.
Define configurations, validate assumptions, source market data, simulate, optimize, compare, reproduce, generate signals and operate trading workflows.
Inspect study and trial outcomes, risk-adjusted performance, individual orders, trades, debug data, code snapshots and experiment-to-experiment differences.
A context-aware Codex agent helps explain the interface, navigate the system, inspect research, adjust configurations and run complex authorized workflows.
The practical difference
Instead of stitching together scripts, notebooks, services and dashboards, researchers work within a single repeatable environment. The agent makes that depth more approachable without removing the rigor.
Named configurations and reproducible artifacts help move an idea through controlled experimentation toward operating signals.
Strategies, universes, models and experiment intent
A completed experiment retains its resolved configuration, universe membership, relevant resources, logs, study information and strategy-package source snapshot.
A deep research platform can take years to master. The integrated AI agent makes the platform easier to learn and substantially faster to operate.
The agent receives the current page context, so questions and assistance can be grounded in the workspace, configuration or analysis the researcher is viewing.
Ask what settings mean, why a trial behaved a certain way, which research steps to take next, or how to configure and validate a new experiment.
Codex app-server integration and QRE-specific MCP tools expose research operations and information to the agent. Domain skills guide more specialized workflows.
The agent can inspect results, work with code and configurations, carry out multi-step research workflows and help investigate anomalies and failures.
Natural-language assistance is most valuable when it is connected to the same mechanisms that researchers use manually.
AI does not replace deterministic calculations or pre-flight validation. Research actions remain constrained by platform capabilities, user permissions and appropriate human oversight.
Select experiments or individual trials and use the agent to investigate differences, hypotheses, trade-offs and sources of performance variation.
Illustrative agent workflow
Agent response
Trial 42 keeps the same entry logic as trial 18. The lookback tightened from 48 to 21 bars, and the stop widened from 1.4 to 1.9 ATR. The objective moved from 0.61 to 0.74, and realized win rate from 58% to 67%. Fees are about 18% higher, and the worst trade deepened from -1.4% to -1.9%. The improvement shows up in the trending half of the sample, not in the chop.
Analytics are not a final report. They are an interactive investigation environment spanning experiments, optimization trials and portfolio mechanics.
Drill down, then ask why
From the experiment leaderboard to a specific trial, from equity curve to a single losing order, the system keeps the evidence close. The agent can work with the selected experiment or trial and help frame the comparison in plain language.
Zoom from performance summaries into orders, executed trades and the market context surrounding a position.
Inspect equity curves and custom model or strategy traces in the same analytical workspace, including per-asset regime metrics and derived signals.
Go beyond aggregate performance to examine when orders were signaled, created and filled, and what happened at exit.
Trial 202 · order details
12 orders · 6 closed positions
Net PnL
+678.37
| Fill | Side | Dir | Stop | Size | Price | Fees | PnL | Return |
|---|---|---|---|---|---|---|---|---|
| 10 Jan 2025 20:00 | Sell | Short | — | 144.01 | 694.25 | 20.00 | +455.72 | +0.46% |
| 12 Jan 2025 12:00 | Buy | Short | TSL | 144.01 | 690.81 | 19.90 | +455.72 | +0.46% |
| 23 Jan 2025 05:00 | Buy | Long | — | 146.37 | 686.17 | 20.09 | -873.84 | -0.87% |
| 24 Jan 2025 23:00 | Sell | Long | TSL | 146.37 | 680.47 | 19.92 | -873.84 | -0.87% |
| 26 Jan 2025 08:00 | Sell | Short | — | 144.33 | 689.84 | 19.91 | +513.40 | +0.52% |
| 26 Jan 2025 10:00 | Buy | Short | TSL | 144.33 | 686.01 | 19.80 | +513.40 | +0.52% |
| 27 Jan 2025 21:00 | Buy | Long | — | 148.72 | 672.91 | 20.02 | +1,276.56 | +1.28% |
| 28 Jan 2025 05:00 | Sell | Long | TSL | 148.72 | 681.76 | 20.28 | +1,276.56 | +1.28% |
| 28 Jan 2025 08:00 | Buy | Long | — | 149.51 | 677.90 | 20.27 | -1,709.84 | -1.69% |
| 28 Jan 2025 19:00 | Sell | Long | SL | 149.51 | 666.73 | 19.94 | -1,709.84 | -1.69% |
| 29 Jan 2025 02:00 | Buy | Long | — | 148.89 | 669.24 | 19.93 | +1,016.37 | +1.02% |
| 29 Jan 2025 05:00 | Sell | Long | TSL | 148.89 | 676.33 | 20.14 | +1,016.37 | +1.02% |
Order 0 · position 0 · Closed
Entry trade 0
Side, size, price, fees, stop type and execution indices.
Entry and exit trade IDs, direction, status and PnL.
Performance, risk, activity, exposure and benchmark comparisons are inspectable for individual backtest and trial results.
Result
1 Jan 2025 01:00 – 31 May 2026 23:00
513d 12h
Total Return
+12.89%
Sharpe Ratio
1.51
Max Drawdown
2.71%
Realized Win Rate
73.33%
Window
| Start Index | 1 Jan 2025 01:00 |
|---|---|
| End Index | 31 May 2026 23:00 |
| Total Duration | 513d 12h |
Account value
| Start Value | 100,000.00 |
|---|---|
| End Value | 112,893.41 |
| Min Value | 99,006.86 |
| Max Value | 114,456.34 |
| Invested Capital | 3,195,075.07 |
Returns
| Total Return [%] | +12.89% |
|---|---|
| Benchmark Return [%] | +0.44% |
| CAGR [%] | +8.98% |
| Invested Return [%] | +0.40% |
Risk
| Max Drawdown [%] | 2.71% |
|---|---|
| Max Drawdown Duration | 126d 2h |
| Max Gross Exposure [%] | 102.64% |
| Position Coverage [%] | 2.66% |
| Sharpe Ratio | 1.51 |
| Sortino Ratio | 2.48 |
| Calmar Ratio | 3.32 |
| Omega Ratio | 1.31 |
Trading
| Total Trades | 30 |
|---|---|
| Total Orders | 60 |
| Total Fees Paid | 1,274.28 |
| Realized Win Rate [%] | 73.33% |
| Total Win Rate | 73.33% |
| Best Trade [%] | +2.18% |
| Worst Trade [%] | -1.69% |
| Avg Winning Trade [%] | +1.00% |
| Avg Losing Trade [%] | -1.20% |
| Avg Winning Trade Duration | 11h 10m |
| Avg Losing Trade Duration | 10h 15m |
| Profit Factor | 2.26 |
| Expectancy | 429.78 |
Optimization diagnostics help researchers see parameter interactions, promising regions and sensitivity of objective values.
The depth of the analytics is matched by the infrastructure required to keep it usable across large histories and many trials.
Dynamic resampling keeps long time series navigable. Date-window plot splitting enables detailed inspection of selected periods, synchronized with debug figures.
Implementations can emit named debug datasets and Plotly figures. Tabular data is stored efficiently in Parquet and loaded only when requested.
Compare historical and current configurations; inspect strategy-package changes; identify parameter, universe, data or source-code drift.
Review chronological cross-validation splits, per-split portfolios, time-window stability and objectives that penalize inconsistent performance.
Optuna studies are persistent, configurable and connected to the surrounding data, validation and analysis infrastructure.
Multivariate TPE, random and grid search; numeric, categorical and nested configuration ranges.
Outer structural choices create inner optimization studies; assess experiment designs alongside their optimized outcomes.
Continue interrupted studies, soft-stop research, checkpoint artifacts and manage storage growth.
CAGR, returns, Sharpe, Sortino, Calmar, drawdown, win rate, order count and other supported measures; multi-objective selection.
Chronological splits, warm-up-aware scoring, split-level metrics and robustness-aware objective functions.
Train and optimize models within the same ecosystem used to test strategies and assess real portfolio outcomes.
Data acquisition, caching and dynamic universe membership are first-class elements of the experiment definition.
Binance, Bybit, Alpaca, Tiingo, Yahoo Finance, Databento and Crypto Lake, including selected hybrid live paths.
Serve covered ranges locally, fetch only missing intervals, append new bars and reuse finer-resolution cached data.
Multiple timeframes, warm-up histories, raw and Heikin-Ashi feeds, optional sub-datasets and alternate market features.
Static or CSV membership, ranked dynamic selection, symbol translation, date bounds and extensible eligibility rules.
Queues, service monitoring and reproducibility help researchers move beyond fragile single-session workflows.
Redis/RQ priority queues, job status, captured logs, stop controls, ML fan-out and failure diagnostics.
Persist configs, universe selections, code snapshots, study history, metrics and selected artifacts.
Shared research foundations for signal generation, persisted signal state, market actions, orders, fills and operational controls.
Market-data reuse, compiled vectorbtpro and Numba pathways, optional debug collection and retention policies.
The platform remains technically deep. The agent changes how quickly that depth can be discovered, understood and put to work.
For the researcher
Explore rigorous experiment analysis, ask questions in context, compare selected trials, adjust configuration ranges, validate proposed changes and get help driving multi-stage research workflows.
Test hypotheses, examine robustness and preserve reproducibility.
Connect machine learning, configuration and strategy workflows.
Track studies, signals, queues and system health.
QuantForge Software
From a single parameter change to an agent-assisted investigation across studies, models, trades and code: the same research infrastructure supports the entire journey.
Implementation note: capabilities described reflect the supplied 2026 guide and stated agent integrations. Integration availability depends on provider credentials and deployment. Trading actions require client-specific verification, risk controls and operational approval.
The platform is deep, but doesn't need to be overwhelming. Bring the strategy, even if it's rough. The engineering is our job.
We are quant engineers at your service. Implementation, research, optimization, and live operation stay available as human work whenever you want that judgment in the loop.
Human time is the expensive part. The embedded AI agent explains the system, inspects results, adjusts configurations, and runs supported workflows, so engineer hours are reserved for the decisions that need them.
Use us when you want a quant. Use the agent when you want the work done without starting a timesheet.
Before you commit
Thirty minutes to see if we're the right fit. Tell us what you're trying to build, and we'll tell you whether this is the right next step.
To get started
01$250
once
The consultation, the deployment, and a 30-minute system walkthrough are one fee.
Consultation, deployment, and a 30-minute system walkthrough are included.
Ongoing access
02$100–$300
per month, typical
The fee follows the virtual machine and the data sources your use case needs.
We size this from the VM and data sources your use case needs.
Beyond the included walkthrough
03$75
per hour
Quantitative work after the initial consultation and walkthrough.
Billed only for work beyond the included consultation and walkthrough.