Closed Alpha v1.1.0 · Public Beta Fall 2026

Quantitative tools for self-directed investors.

Research what actually works, build multi-factor strategies as visual rules, backtest against 20 years of real history, and — when you're ready — automate the whole thing through Interactive Brokers. One desktop app, no code.

QuantAscent dashboard showing portfolio performance and strategy results
The loop

Research, build, backtest, deploy.

A complete workflow for systematic equity investing — each step grounded in real data, and each step transparent enough that you can defend its assumptions.

01 / Research

Research what actually works

120+ financial metrics computed across 5,000+ US stocks, with signal rankings, quintile analysis, and threshold scanning. See which metrics have historically predicted returns instead of guessing.

02 / Build

Build strategies visually

Compose multi-factor scoring strategies as cards. No code, just rules: free cash flow yield, return on capital, momentum, debt levels. Add filters for sector, market cap, country.

03 / Backtest

Backtest 20 years of history

Run your strategy against real historical data. Get 16 performance metrics — Sharpe, Sortino, Calmar, alpha/beta, max drawdown, win rate — all benchmarked against the S&P 500.

04 / Deploy

Deploy and track in production

Connect Interactive Brokers for automated rebalancing. Every trade, lot, dividend, and tax event tracked automatically. See your real performance against the benchmark.

See it in action

A serious tool, not a dashboard.

Three places you'll spend most of your time: the metric explorer, the strategy builder, and the backtest report.

Metric explorer with quintile chart and signal rankings
Research

Metric Explorer

Pick any of 120+ metrics, see how it has separated winners from losers across two decades, and decide whether it earns a place in your strategy. Quintile breakdowns, threshold scans, and signal rankings — all from real fundamental data.

Strategy builder showing factor cards and filter rules
Build

Strategy Builder

Stack factor cards, weight them, layer filters. No code, just rules. Save versions as you iterate, branch when you want to test variants, and pick which one to backtest next.

Backtest equity curve compared against the S&P 500
Backtest

Performance Report

16 metrics — Sharpe, Sortino, Calmar, alpha, beta, max drawdown, win rate, and more. Every backtest benchmarked against the S&P 500 and saved automatically so you can compare runs side-by-side.

Portfolio view with IBKR positions and profit and loss
Live

Portfolio & Trades

Live positions, lots, dividends, and tax events — straight from your Interactive Brokers account. P&L tracked by strategy, by lot, by realized vs. unrealized, with tax schedules built in.

What makes it different

Honest about what this is — and isn't.

What you get

  • A complete loop from research to execution in one app
  • Real fundamental data, not toy examples
  • Full transparency — every backtest assumption is documented
  • You own your strategies and your data

What you don't

  • Black-box AI predictions
  • Hot tips or signal services — you build your own conviction, not rent someone else's
  • A learning curve you face alone — free tutorials walk you through every feature
  • Hidden fees on data, backtests, or API calls
Closed alpha

Request alpha access.

QuantAscent is in closed alpha and not currently available to the public. If we've already discussed alpha access, drop your details below and I'll send your installer and API key, usually within a day or two.

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