Get the Edge on the Competition

QuantRunner provides user-friendly tools for refining screens, evaluating performance and developing strategies. Our products provide power through simplicity, giving you tools for creating and testing trading strategies that you can use without significant technical resources or ability.

Refine Your Screens with Confidence

QuantRunner allows you to add, remove or change screening criteria quickly and easily, and then see how your screen would have fared historically.

• Would a CAPEX/Depreciation screen have weeded out your biggest loser last year?
• Is your EV/FCF screen weeding out too many winners?

Our visual strategy editor and powerful testing engine give you the ability to perform such tests in minutes. Compare your strategy against the market or against other strategies.

Build Your Own Criteria or Use Ours

Simplicity and Usability

Your screening criteria can be as simple or complex as you need to capture your ideas of alpha creation. Our intuitive drag-and-drop editor is the ultimate in simplicity and usability. Create simple or complex rule-based or quantitative strategies based on your own ideas of investment value. You can create fundamental ratios or technical indicators or combinations of both, without writing a single line of computer code.

• fundamental ratios
• technical indicators
• commodities prices
• macroeconomic variables
• quant or rule-based factors
• ...or combinations of them all

Your custom calculations and factors can be used in your strategies instantly and seamlessly - and then tested to see if they improve your screen. Of course, QuantRunner provides a variety of pre-made factors and indicators to get you started - use ours or create your own.

See Results

Tell a Thousand Words

QuantRunner lets you graphically display a wide array of cash, value, performance and risk metrics, as well as portfolio composition over time. You can use these tools to look at the results of a hypothetical strategy or upload your actual trading history. All statistics are shown in easily read graphs that help you remove the guesswork from your analysis. QuantRunner has a variety of statistics built in, including:

• Sharpe Ratio
• Drawdowns
• Portfolio Value
• Cash Balance
• Cumulative Profit
• Periodic Returns
• Many more...

All performance metrics, as well as transaction lists are easily exportable to a spreadsheet, for unlimited customizable reports and analyses.

Test Reality

Your trading style and situation are unique to you

Your actual historical performance cannot simply be determined by a list of stocks you would have bought or sold short. You pay fees when you trade. You may avoid certain sectors when you are using your strategy in practice. QuantRunner offers you full flexibility in the types of assumptions you can test. Built in support for:

• long only, short only or long/short portfolios
• execution pricing assumptions (open, close, intra-day high, intra-day low)
• fees
• industry filter (NAICS)

Don't Just Assume You've Got A Better Mousetrap

Funds come and go - make yours stick around

If all it took was theories of market value, every fund would create alpha. Fact is, it is tough to find the homeruns other funds miss. QuantRunner's tools provide power through simplicity and let you check your theories before your competitors get to the plate. Whether it's our drag-and-drop editing tools or our powerful visual analytics, you can describe your strategies in a natural way and see your results in an easily understandable way. QuantRunner helps you get the edge on the competition.

For more information, please contact QuantRunner Software at This e-mail address is being protected from spambots, you need JavaScript enabled to view it .