Build and test strategiesat the speed of thought

The AI IDE for quantitative trading — extensive market data and cloud compute built in, with an agent that builds and backtests strategies alongside you.

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Interactive preview of the QuantPad project workspace: a prompt types into the message field, then you press Send to watch short assistant lines, web search, file creation, and execution play once in the editor and chat.
Intraday momentum test

Market data coverage includes major U.S. futures and equities venues.

Institutional market data, built in

Included with every subscription

Futures, the full US equity universe, and complete options chains — from monthly bars down to the order book — are preloaded in every workspace. No separate data vendor, no API keys, no egress fees. Just import quantpad_data and start researching.

  • 40+
    Futures markets

    Index, rates, metals, energy, FX, grains & crypto

  • 8,000+
    US equities

    The entire listed US stock universe

  • Full
    US options chains

    Every OPRA-listed contract, whole-chain or single

  • 1s → 1mo
    Bar resolutions

    Plus tick trades, L1 quotes & L2 depth

  • OHLCV bars

    1s · 1m · 1h · 1d base, resampled to any timeframe through monthly

    Futures
    15 years
    US Equities
    8 years
    US Options
    13 years
  • Trades

    Every tick-by-tick print with size, side & venue flags

    Futures
    1 year
    US Equities
    1 year
    US Options
    1 year
  • Top-of-book quotes (L1)

    Best bid/offer, sizes & consolidated BBO snapshots

    Futures
    1 year
    US Equities
    1 year
    US Options
    1 year
  • Order-book depth (L2)

    10-level market-by-price book for microstructure work

    Futures
    30 days
    US Equities
    30 days
    US Options
    —

History columns show plan-included lookback. Futures are served as back-adjusted continuous contracts; the current in-progress session is excluded.

Futures across every major sector

  • Equity index
  • Treasuries
  • Metals
  • Energy
  • FX
  • Grains
  • Crypto
  • Volatility

Full-size and micro contracts — ES, NQ, CL, GC, 6E, ZN, BTC and more — each routed to the right exchange calendar automatically.

Macro & fundamentals, same workspace

FRED economic data
The full St. Louis Fed database — GDP, CPI, rates, employment and thousands more series.
SEC EDGAR filings
Company submissions, XBRL financial facts and full-text filing search.

Your data, in full market context

Manual or systematic, ask a question about your trades and the agent pulls the real market data around every entry — volatility, trend, regime — so the answer reflects what the market was actually doing.

Animated preview: upload a trade log, the agent reads it, writes analysis code, runs it, shows a regime chart, and suggests next steps.
ES pullback analysis
Ask QuantPad to refine the analysis…

Production-grade DSL coding

Build indicators and strategies in the languages your venues use. Skills, retrieval, and linters are integrated end-to-end.

  • Multi-DSL

    PineScript, NinjaScript, PowerLanguage, EasyLanguage — one agent, consistent workflow across venues.

Pine strategy draft
Build a PineScript v6 strategy for ES: ATR trailing stop with controlled pyramiding. Load the Pine skill, search the example library for similar patterns, draft the script, and run it through the linter.
pinescript-v6
ATR-based trailing stop with pyramiding
strategyrisk-managementatr
// @version=6
strategy("ATR Pyramid", overlay=true, pyramiding=3)
atrLen = input.int(14, "ATR Length")
atrMult = input.float(1.5, "Trail Multiplier")

The linter flagged two issues — ATR length must be a compile-time simple int, and the entry condition reads cleaner with an explicit boolean. Patching both now.

atrVal = ta.atr(atrLen)
atrVal = ta.atr(14)
@@
if ta.crossover(close, ta.sma(close, 50))
bool longSignal = ta.crossover(close, ta.sma(close, 50))

That revision passes the linter. You can paste it into TradingView or keep refining the risk and pyramid rules here.

Follow up on this strategy…

Know your odds before you pay

Monte Carlo your strategy against real prop firm rules — pass probability, drawdown paths, and time-to-target from thousands of reshuffled trade sequences.

Preview of the prop firm Monte Carlo simulator: use Challenge or Funded to switch the equity path chart; metrics show both phases. Pass, fail, and payout statistics come from a sample trade log.
Payout probability

66.80%

Mean payout

$2,703

Days to 1st payout

10.4 days

Net EV (mean)

$579

Net EV, 5th pct

-$998

Net EV, 95th pct

$4,881

Challenge equity paths
Net P&L at trading day 1
p5 $-595Median $-221p95 $1.1K
59.4% losing

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