Strategy research
Test an idea against history — and against its own overfitting.
Cost-aware backtests with the checks that expose a flattering result, and every assumption on screen.
- MarketsPreview
- PortfolioAvailable
- RiskAvailable
- ScenariosAvailable
- OpportunitiesPlanned
- PredictionsPlanned
Market data is not live yet, and QuantPilot does not place trades. See each area for what exists today.
What exists today, and what does not
Backtests
AvailableMoving-average crossover strategies run over historical prices with transaction costs, a trade log and the return.
Walk-forward analysis
AvailableThe same strategy evaluated window by window, so one lucky stretch does not decide the verdict.
Monte Carlo resampling
AvailableScenario resampling with a recorded seed, so a result can be reproduced.
Anti-overfitting checks
AvailableSensitivity to the strategy’s own parameters and to the market regime, and how concentrated the profit is in a few trades.
Strategy builder and more rule types
PlannedToday there is one rule type. A visual builder, further rules, position sizing and benchmarks are not built yet.
Experiment tracking
PlannedSaving, comparing and reproducing runs across a research project is not built yet.
A positive historical result does not establish future profitability, and there is no path from a backtest to live trading: QuantPilot does not execute trades.
Put a strategy through its paces.
Explore how QuantPilot can fit your investment, research or enterprise workflow.