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Quantle - Visual Backtesting

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Finance

Introduction

No-code platform for visual backtesting of investment strategies.

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Quantle - Visual Backtesting Product Information

Quantle - Visual Backtesting Platform

Quantle is a no-code backtesting platform designed to help traders develop, test, and optimize trading strategies using a drag-and-drop interface. It provides real-time performance metrics, dynamic data integration from real-time and historical sources, and customizable execution—allowing users to test ideas on live or historical data without writing code.

Overview

  • Real-time backtesting results with accessible charts and reports
  • No coding required: build and test sophisticated strategies via drag-and-drop
  • Dynamic data integration: real-time and historical market data from diverse sources
  • Customizable execution: visually create algorithms, set parameters, and run on live or historical data
  • Suitable for both beginners and experienced traders seeking efficient alpha discovery

How It Works

  1. No-code strategy building: Use the drag-and-drop interface to assemble rules and parameters without writing code.
  2. Connect data feeds: Link to real-time and historical market data sources to power backtests.
  3. Run backtests and optimize: Execute strategies across different datasets and timeframes, viewing real-time performance metrics.
  4. Refine and deploy: Adjust parameters based on the results to enhance strategy performance, with options for live testing.

Core Features

  • No-code, drag-and-drop strategy construction
  • Real-time performance metrics with charts and reports
  • Dynamic data integration from real-time and historical sources
  • Customizable parameters and execution for live or historical testing
  • Multi-portfolio backtesting capabilities
  • Adaptive analytics to maximize investments
  • Freemium model with upgrade options for premium tools
  • Tailored data integrations and consulting services available

Why Use Quantle

  • Empowers traders of all skill levels to build, test, and optimize strategies without needing programming expertise
  • Provides immediate feedback to iterate quickly and discover effective alph or trading ideas
  • Handles multiple portfolios, enabling comparative analysis and diversification testing
  • Accessible pricing with a no-risk 14-day free trial

FAQ Highlights

  • Do I need coding skills? No, it’s fully no-code.
  • What data can be used for backtesting? Real-time and historical market data from diverse sources.
  • How fast are results? Real-time results for rapid optimization.
  • Can I get custom features? Yes, with tailored solutions and consulting.
  • Is there a free version? Yes, a freemium plan is available with upgrade options.

How to Get Started

  • Visit Quantle and start the 14-day free trial.
  • Use the drag-and-drop builder to create your first strategy.
  • Connect data sources, run backtests, and refine parameters for improved performance.

Contact & Support

  • FAQ and support resources are available on the site.
  • For advanced needs, Quantle offers quantitative consulting and custom integrations.

Location & Contact