Research, Backtest, and Trade
Your Investment Strategies

Since 2012, QuantLab has served the world as a leading quantitative research and investment platform — used in production trading by thousands of sophisticated investors, start-ups, trading firms, and institutions, generating more than $100B volume per month.

Today, we pair this infrastructure with cutting-edge artificial intelligence to empower automation across the entire quant research pipeline, scaling quant research in a way never before possible.

quantlab.com/project/18274593 LIVE
$0Equity
+0.0%Net Profit
0.0%PSR
+0.0%Return
$0MVolume
Strategy Equity$0
Asset Volume
Drawdown0.0%
Exposure0%
Capacity$0M
Orders
SymbolAvg. PriceQuantityMarket PriceMarket Value

AWARD WINNING QUANT ANALYTICS PLATFORM

534Kquant community
1M+backtests per month
$100Bvolume per month
+7%returns over market

AS SEEN ON

Financial Times Wall Street Journal Business Insider With Intelligence

Research Pipeline

Move every idea through a single, automated pipeline, from generation and research to backtesting, paper trading, and live deployment. A specialist AI assistant staffs each stage, does the work, and decides what earns promotion.

Research a suite of ideas in parallel, tracked in a central location, with the progression of each idea gated by evidence: statistical validation of the research, backtests with realistic reality modeling, then out-of-sample paper trading that must land inside the backtest's statistical envelope.

  • Research Multiple Ideas at Once
  • Validate with Statistical Tests
  • Deploy to Live Trading
  • Monitor Live Risk and News
quantlab.com/research-pipeline AGENTS
Generating Idea
Fear Greed Skew Rotation

Unified Quant Infrastructure

Finding alpha is a challenging task. As the universe of data expands rapidly and the pace of technological development accelerates, you need every advantage the market has to offer.

  • CLOUD RESEARCHRESEARCH
  • BACKTESTINGBACKTEST
  • AI ASSISTANCEAI ASSIST
  • OPTIMIZATIONOPTIMIZE
  • LIVE TRADINGLIVE TRADE

Cloud Research

Our cloud-based research terminals attach to terabytes of financial, fundamental, and alternative data, preformatted and ready to use.

Alternative data is linked to the underlying securities, tagged with the FIGI, CUSIP, and ISIN to facilitate building strategies.

Access popular machine learning and feature selection libraries to quantify factor importance. We can install custom packages on request.

  • Train Machine Learning Models
  • Visualize and Explore Data
  • Fast Cloud Cores
Cloud Research

Backtesting

With minimal-to-no code changes, move from research to point-in-time, fee, slippage, and spread-adjusted backtesting on lightning-fast cloud cores. Perform multi-asset backtesting on portfolios comprised of thousands of securities with realistic margin-modeling.

Import custom and alternative data linked to underlying securities for realistically modeling live-trading portfolios and avoiding common pitfalls like look-ahead bias.

Our technology has been battle-tested with thousands of unit and regression tests, and more than 15,000 backtests are performed on QuantLab daily.

Backtesting

Bring Agentic AI to QuantLab with Mia

Empower Mia — your agentic AI assistant — to design, backtest, optimize, and live-trade your quantitative strategies on QuantLab through a streamlined, AI-ready workflow. Built for professional quant teams, Mia delivers the reliability, flexibility, and security needed for real-world trading systems.

  • Natural-language strategies
  • Auto backtesting
  • Smart code edits
  • One-step deployment
Quant AI Assistance

Parameter Optimization

Our parameter sensitivity testing allows you to run thousands of full backtests on our scalable cloud compute, completing weeks of work in minutes.

Visualize all the iterations of parameters on heatmaps to quickly understand your strategy's sensitivity to parameters for robust out-of-sample trading.

Explore further by opening each result and seeing its trades and backtest logs to understand the source of your alpha.

Parameter Optimization

Institutional-Grade Live Trading

Since 2012, QuantLab has deployed more than 375,000 live strategies to a managed, co-located live-trading environment. Our platform processes more than $100B in notional volume per month.

Execute trades directly through our 20 integrations or to EMSX Net's 1,300 liquidity providers.

Our live feeds include US SIP, CME, FX, and major crypto exchanges. Other live feed options are available upon request.

  • Low Latency Dedicated Infrastructure
  • Redundant 10GB Fiber Internet
  • Integrations to 20 Destinations
Live Trading
Interactive Brokers Coinbase Bitfinex Tradier Trading Technologies Terminal Link Binance Alpaca TradeStation Charles Schwab Kraken EZE Samco Zerodha TD Ameritrade

Multi-Asset Portfolio Modeling

We accurately model multi-asset portfolio strategies, tracking real-time strategy equity across complex portfolios in backtesting and live trading. You can easily access the margin remaining for your strategy and size positions to reduce cash.

Equity

US Stock and ETFs since 1998, managing corporate actions, from tick to daily resolutions.

Equity Options

US Equity Options at minute resolution since 2010, with realistic portfolio modeling.

Indexes

US Cash Indexes since 1998 from tick to daily resolution bars on NDX, SPX, and VIX.

Index Options

US Index Options since 2012 from minute to daily resolutions, with portfolio modeling.

Futures

US Future markets at tick to daily resolutions since 2009, for the most liquid 70 contracts.

Future Options

Future Option markets at minute to daily resolutions since 2012, for the most liquid 70 contracts.

Forex

Interbank and market maker brokerage spreads, with realistic cashbook and margin lending.

CFD

Derivative CFD assets for leading brokerages for international traders with realistic spreads.

Crypto

Thousands of cryptocurrency pairs from six exchanges with cash and margin account modeling.

Rich Library of Alternative Data

Orthogonal signals are critical to building a robust strategy. We serve a rich library of alternative data with more than 40 distinct vendors covering millions of potential strategies.

Each dataset is processed with a uniform timestamp and delivered to your strategy point-in-time to avoid selection bias. With one simple line of code, your alternative data automatically links to underlying assets and tracks corporate actions through time.

Data is ready to be used in live trading, delivered in real-time in our co-located live-trading environment. Prefer to do your research on-premises? Export and download the data through our Datasets Marketplace.

Explore alternative data with a single line of code

Dataset vendors

Build vs Buy: Your Firm's Dream Quantitative Research Platform

Have you ever thought about creating your own algorithmic trading platform but aren't sure about the expenses? Use our Build vs. Buy cost calculator to accurately assess the costs of developing a professional-grade quantitative trading platform. Compare these costs with using a ready-made solution like QuantLab to make an informed decision.

Build vs Buy cost calculator

Open-Source Algorithmic Engine

LEAN is the algorithmic trading engine at the heart of QuantLab. More than 180+ engineers contributed to the development of this lightning-fast, open-source platform. It provides modeling that surpasses the best financial institutions in the world. LEAN can be run on-premises or in the cloud.

LEAN code
lean cli 
$ lean backtest "My Project" --debug
$ lean cloud backtest "My Project"
$ lean cloud live "My Project"
# Installation: pip install lean

Local Development, Cloud Backtesting

Code locally in your favorite development environment, then synchronize your projects to the cloud to work on the go with QuantLab's IDE.

Enterprise-Grade Performance At Any Scale

Built on open-source LEAN and continuously rebased on it, LEAN Enterprise optimizes the layers your algorithm never touches: data decompression, memory allocation, and the hot paths under every bar. Your code doesn't change; the engine underneath it does.

Up to 40% faster execution with substantially higher data throughput.
LEAN ENTERPRISELEAN
More than 2x faster on large-scale, high-frequency datasets.
LEAN ENTERPRISELEAN
Up to ~45% faster indicator computation, accelerating research and optimization cycles.
LEAN ENTERPRISELEAN
LEAN Enterprise cheetah

Client Stories

Browse hundreds of publicly tracked quantitative strategies written by the QuantLab Team and Community.

An Inspired and Connected Global Community

QuantLab has a global community of 534,400 quants, researchers, data scientists, and engineers. Collectively we are the biggest quant research community in the world with more than 1,200 strategies shared through the forums, a vast library of public quant research.

Every month, the brightest quantitative minds use our platform to generate research. On an average month 50,000 QuantLab users create 2,500 new algorithms and write 1M lines of code.

Create Free Account
534,400+quant community

Start building your next
quant strategy

Research faster. Backtest smarter. Deploy with confidence.

A clearer path to production

Understand how QuantLab fits into a disciplined research and trading workflow.

Can I start without a paid plan?

Yes. Create a free account to explore research, backtesting and the platform workflow before choosing additional capacity.

Does QuantLab guarantee investment returns?

No. QuantLab provides research and execution infrastructure. Markets are uncertain and past backtest results do not predict future performance.

Can teams run the engine on-premises?

LEAN supports local and cloud workflows, while enterprise teams can discuss deployment and data requirements with our team.