Test a trading idea before you trust it.
QuantWright turns a strategy you describe in plain English into tested code, backtests it with trading costs, checks whether the result holds across different stretches of its history, models the odds of passing a prop-firm evaluation, and tells you plainly when there is no edge.
How it works
Describe the strategy
Write the rules in plain English or paste Pine Script. QuantWright writes a Python strategy, checks that it runs, and lists how it read anything your description left open.
Backtest it with costs
It runs on historical bars with commission, slippage and next-bar fills. The result card states the data window, the data source and the costs it charged.
Check that it holds up
/validate re-splits the result's own trades into many train and test folds of the same history to show how steady they are, and measures how much of it is just the market. It re-fits nothing and tests no unseen data, so the Honesty Score stays at grade C or below until you run a held-out test: the strategy you choose, re-run once over years you kept out of sight from the start. /deploy models the odds of passing a prop-firm evaluation.
What’s included
- Research agent
- Plain-English strategies turned into tested code, with the reasoning and the assumptions shown.
- Honesty Score
- Probabilistic and Deflated Sharpe, sample size and skew, combined into a 0–100 score and a letter grade.
- Robustness check and Monte Carlo
- Purged cross-validation of the run’s own trades, to see whether the result is steady across stretches of its history, and Monte Carlo resampling of those trades for the range of drawdowns. Neither tests data the strategy has not seen.
- Prop-firm simulator
- Modelled pass odds and rule checks for prop-firm evaluations; while futures are paused, stock and ETF strategies run against the CFD firms only. Rules not confirmed against a firm’s published terms are flagged, never assumed.
- Python sandbox
- Run the generated code, or your own backtesting.py file, in the cloud. Nothing to install.
- Pine Script
- Generate, repair and tune Pine strategies, or bring your own.
From Claude Code or Codex
Connect QuantWright to your own AI agent with an API key from the app, and it runs the same backtests and checks from there: statistics and trade dates, never prices. Included in the plan, with daily limits of its own. Your assistant needs its training setting turned off; the Agent API page says how, and has the one command to connect.
The data, and what you get from it
Your strategy runs on licensed historical market data, included in the subscription. What you receive is the result, not the data.
The data it runs on
- US stocks and ETFs
- Daily bars, split-adjusted, about 7.9 years per test by default, and all daily history with Max (total returns: cash dividends credited on each ex-date). Intraday from 1 minute, drawn from a single exchange’s prints (IEX): solid on large names, thin on the rest. The run says which it used.
- Spot crypto
- Major pairs from 1-minute to daily, aggregated across exchanges.
- Spot FX
- Major and cross currency pairs from 1-minute to daily, without volume.
- SEC fundamentals
- The latest annual (10-K) headline figures for US filers, as a lookup with /fundamentals. Strategies cannot use them yet.
Not included: No CME futures for now: they are paused while we finalise the exchange data licence. No options chains and no tick data.
What you receive
- Performance statistics
- Return, drawdown, win rate, Sharpe and trade counts.
- Robustness tests
- The Honesty Score, a cross-validation robustness check, Monte Carlo and modelled prop-firm odds.
- Your strategy’s code
- Python or Pine, yours to keep.
Derived outputs only. You get results derived from licensed market data (statistics, scores and simulated results), never the data itself: no price feeds, no price charts, no trade prices and no downloadable market data. The data is licensed to us for use inside the product, and it stays there.
How the private beta works
Apply
A short form: who you are, what you trade, and one idea you would test first.
We answer
By email, straight away. Some applications are checked by hand first.
Your invitation
An email with a link to create your account.
Subscribe
€39/month, excl. VAT. EU consumers pay €48.95/month incl. 25.5% VAT. Kept for as long as you stay subscribed. Cancel any time.
What QuantWright is, and is not
Is QuantWright financial advice?
No. It is research and educational software. It never tells you what to trade, and nothing it produces (no score, grade, verdict or simulation) is a recommendation to buy, sell or hold anything.
Does it trade for me or hold my money?
No. It never places orders, never connects to a brokerage account and never holds money or assets. Any trading decision is yours alone.
Are backtest results what I would have earned?
No. Backtests and simulations are hypothetical: computed on historical data with the benefit of hindsight, they cannot capture every real-world factor such as liquidity and execution. Past results, real or simulated, never guarantee future ones.
What data do I get?
You get results derived from licensed market data (statistics, scores and simulated results), never the data itself: no price feeds, no price charts, no trade prices and no downloadable market data. The data is licensed to us for use inside the product, and it stays there.
What does it cost?
€39/month, excl. VAT during the private beta, and that stays your price for as long as you stay subscribed. EU consumers pay 25.5% Finnish VAT on top: €48.95 a month in total. The exact total is shown at checkout before you pay. You pay nothing until your place is confirmed; the first payment of each new subscription has a 14-day money-back guarantee. Consumers in the EU and EEA also have a statutory right to withdraw within 14 days of subscribing; section 15 of the Terms says how it works.
The full terms are in the Terms of Service and on the Legal & Disclaimers page.
Places open now
Apply, and we answer straight away, by email.