Know if your backtest is a real edge or overfit noise. Runs bar-permutation MCPT, Deflated Sharpe, PBO/CSCV, Hansen SPA, Romano-Wolf StepM, a stationary bootstrap and an out-of-sample split on your own returns — no market feed, no API keys.
A historical backtesting and validation-research protocol for algorithmic trading strategies: it treats your entry/exit/TP-SL/capital/leverage as fixed test inputs, stress-tests them with real costs and anti-overfit gates (plateau rule, walk-forward, random control, per-year robustness), and reports a research verdict (VALIDATION GATES PASSED / FAILED / INSUFFICIENT EVIDENCE). Analysis only: never deployment, sizing, leverage, or allocation advice.
Professional multi-timeframe stock analysis with conviction scoring, market regime context, risk assessment, and buy/sell/hold signal. Just type a ticker — no setup needed.
Built on the buy-side research process used at 10+ hedge funds: - Screen: customizable filters across 10,000+ SEC-registered companies - Research: a full research report, plus AI-driven dialogue to help you form your own thesis - Value: a DCF model with an interactive HTML file - Size: half-Kelly position sizing to help you limit account drawdown - Recheck: pulls up your original thesis before you sell, no emotional trading
Turn local research hypotheses into traceable evidence. Validate daily CSVs, compare predeclared moving-average strategies with chronological holdouts, stress transaction costs, and independently audit results. Includes a Python standard-library lab, visual HTML reports and optional local Vibe-Trading helpers. Analysis and offline simulation only; no access to real user accounts.
Academic sanity-check with interactive HTML dashboard. Detects look-ahead bias, over-parameterization, and benchmarks against 10 canonical blueprints via animated SVG gauges and color-coded KPI cards. Parses natural language, code, or CSV uploads. Output auto-adapts (EN/ZH-TW/ZH-CN). Built on De Prado (2018). For students and strategy developers. Not financial advice.
Real IV/Greeks-based credit spread analysis: strikes, TP/SL, and risk sizing for small accounts.
A read-only tool that describes the risk in your stock/ETF holdings: a 0-100 portfolio risk score, a risk level for each holding, factor exposure, four hypothetical stress scenarios, and how your exposure compares with reference limits for your chosen style. It does not recommend trades or quantities and is not investment advice.
Discover, backtest and validate US stock trading strategies, pick from any universe, and generate an IBKR paper-trading deployment script. No API keys, free daily data, institutional anti-overfit validation.