Insights
The Quantly blog
Plain-language guides on metrics, strategy design, and platform research - written for investors who want systematic edge without writing code.
Learn · Sep 8, 2026
Monte Carlo simulation for trading strategies
Monte Carlo methods shuffle or resample returns to explore range of outcomes. Learn what strategy Monte Carlo can and cannot show, common techniques, and how to avoid false confidence.
Learn · Sep 7, 2026
What is rebalancing?
Rebalancing restores target weights after market moves. Learn calendar vs threshold rebalancing, turnover and tax tradeoffs, and how systematic rules automate the process.
Learn · Sep 6, 2026
Market on close vs intraday execution
When your algorithm trades matters as much as what it trades. Compare market-on-close auctions, open prints, and intraday slices for systematic strategies and backtest realism.
Learn · Sep 5, 2026
Slippage and commissions in backtests
Backtests without realistic costs overstate returns. Learn commissions, slippage, spread assumptions, and simple rules to stress-test systematic strategies before going live.
Product · Sep 4, 2026
From idea to paper trade in five steps
A practical workflow to turn a trading idea into a tested, paper-traded systematic strategy: define rules, backtest honestly, stress-test, automate, and review before live capital.
Compare · Aug 15, 2026
Best No-Code Algo Trading Platforms
Guide to the best no-code algorithmic trading platforms in 2026: compare backtesting, automation, pricing, and how to choose the right visual quant tool.
Compare · Aug 15, 2026
Composer Alternatives
Compare Composer alternatives for no-code algo trading: Quantly and QuantMage. Pricing, backtesting, automation, and migration options.
Compare · Aug 15, 2026
Quantly vs Composer
Compare Quantly and Composer for no-code algo trading: pricing, backtesting, AI strategy generation, MCP, brokerage models, symphony import, and who each platform fits best.
Compare · Aug 15, 2026
Quantly vs M1 Finance
Compare Quantly and M1 Finance: static Pie allocations vs rules-based strategies, backtesting, paper trading, pricing, and who each platform fits best.
