KeyQuantBrain
US equity data, Alpha factor research and historical backtesting.
Start with data fields, express a factor, then examine its behavior across historical data. Turn a research idea into a testable hypothesis.
From data to a factor you can test
A clear research path through data, expressions and backtest results.
Explore the data
Start with US equity data and a field library, with support for synthetic data and CSV.
Express a factor
Describe a research idea with Alpha expressions and explore relationships between data fields.
Test against history
Examine historical behavior with separate simulated capital, including position and capital decisions.
Historical data · Research perspectives
Read returns, risk and factor behavior together
A backtest is more than a return figure. Different perspectives on historical behavior can inform the next research question.
- Returns and risk
- Annualized return, Sharpe, maximum drawdown
- Factor behavior
- Rank IC, grouped returns
- Prediction research
- Machine-learning predictions
About backtesting
Backtests use separate simulated capital and do not connect to live trading. Historical research results do not imply profitability.