Build, Backtest, and Execute Quantitative Strategies
Design, backtest, and execute without code
~1962 Years of history on select tickers | <150ms Typical backtest runtime | 9:30-3:59 Per-strategy trade times (ET) |
Quantitative trading for everyone
Systematic trading used to require a full research stack: Python notebooks, data pipelines, cron jobs, and broker APIs wired together by hand. Quantly replaces that with a single visual workspace where you design strategy logic, validate it against decades of market history, and deploy it to paper or live accounts.
Whether you are rotating between momentum leaders, running a mean-reversion basket, or allocating across sectors with conditional rules, the tree-based editor lets you express complex logic without maintaining infrastructure. Indicators like SMA, EMA, RSI, and cumulative return plug directly into filters, weighting methods, and if/else branches.
Once your strategy is validated, schedule daily runs and monitor equity curves, drawdowns, and trade logs from one portfolio dashboard. Connect Alpaca or another supported brokerage when you are ready to go from backtest to execution.
One platform from idea to execution
Design, validate, and run systematic strategies without notebooks, cron jobs, or infrastructure to maintain.
Design logic visually
Build strategies with a tree-based editor. Combine indicators, filters, and allocation rules without writing a single line of code. Nest conditions, reference blocks, and weight assets exactly how you think.
Stress-test before you deploy
Run backtests across a decade of market data. Inspect drawdowns, Sharpe ratio, and benchmark comparisons side by side, then validate out-of-sample before committing capital.
Run your book on autopilot
Connect your brokerage, schedule daily runs, and monitor your entire portfolio from one dashboard. Track equity curves, manage deposits and withdrawals, and review every trade.
What you get with Quantly
| Capability | Quantly |
|---|---|
| Strategy builder | Visual tree editor, no code |
| Historical data | 60+ years on select tickers |
| Backtest speed | Under 150ms typical |
| Indicators | SMA, EMA, RSI, returns, and more |
| Execution | Paper and live via Alpaca |
| Portfolio tools | Deposits, withdrawals, trade logs |
Questions
Frequently asked questions
Quantly is a visual quantitative trading platform that lets you design systematic strategies, backtest them across decades of historical market data, and automate paper or live execution - all without writing code.
Ready to build
Your strategy deserves a real runtime
Paper trade in minutes. Backtest across decades of data. Connect your brokerage when you are ready to go live.
