Whether you are optimizing algorithms, researching DeFi flows, managing a fund, or trading solo — QuantForge adapts to your workflow.
Click a role to see how QuantForge fits.
40 strategies. 5-stage validation. Zero guesswork.
You spend weeks coding strategies from scratch, only to discover your backtests had lookahead bias. Your risk management is a spreadsheet formula. Every deployment feels like a coin flip.
QuantForge ships 40 pre-built strategies spanning classical TA, derivatives, statistical models, and on-chain analytics. Every strategy passes a 5-stage validation pipeline across five years of market regimes before deployment.
24 data types. One query. Instant insight.
Your alpha comes from data, but it is scattered across a dozen dashboards. By the time you pull funding rates from one site and OI from another, the opportunity has passed.
QuantForge consolidates 24 data types into a single queryable system — funding rates, open interest, long/short ratios, liquidations, CVD, stablecoin flows, NUPL, exchange balances, and more.
Portfolio risk. Correlation sizing. Full attribution.
Running multiple strategies across dozens of assets creates correlation risk you cannot see. Manual position sizing ignores portfolio effects. Reporting is a nightmare.
QuantForge provides portfolio-level risk management with correlation-aware position sizing, real-time equity tracking, and PnL attribution by strategy and regime.
No emotion. No cloud. Your keys, your machine.
You know your strategy works, but emotions take over at 3 AM when a position moves against you. You cannot monitor markets 24/7, and you do not trust cloud platforms with your keys.
QuantForge executes your rules without emotion, runs on your own hardware, and alerts you via Telegram when something matters. Paper trade first, go live when ready.
Research-grade backtesting. Real data. Real regimes.
Textbook strategies look great in theory but you have no way to test them on real data. Academic backtesting tools lack market microstructure — no slippage, no fees, no regime awareness.
QuantForge gives you a research-grade backtesting engine with realistic execution simulation, walk-forward validation, and Monte Carlo analysis against 5 years of real crypto data.
Smart orders. Basis arb. Correlation-aware sizing.
You need to monitor dozens of instruments simultaneously, track funding rate arbitrage opportunities, and size positions based on portfolio correlation — not just individual asset volatility.
QuantForge provides real-time derivatives data, correlation-aware position sizing that adjusts based on portfolio-wide exposure, and smart order types including TWAP, iceberg, and limit chase.
5-layer risk gate. Auto-pause. Circuit breakers.
Most platforms focus on entries and ignore risk. You have seen drawdowns wipe out months of gains because there was no portfolio-level circuit breaker or position correlation check.
QuantForge has a 5-layer risk hierarchy that every trade must pass. Per-bot stop-losses, portfolio exposure caps, AI contradiction checks, correlation-based sizing, and Sharpe decay detection.
One method to a new strategy. Event bus for everything.
You want to build trading workflows but not from scratch. Connecting exchange APIs, handling WebSocket reconnects, managing state across restarts, and building a dashboard is months of work.
QuantForge is a complete trading infrastructure you can extend. The strategy interface is a single method. The event bus lets you plug into any lifecycle event. Fork it and build on top.
Explore the documentation to see how QuantForge fits your trading workflow.