Quantbots is an extremely fast quant-bot trading platform. It provides a catalog of tested quantitative strategies, enables users to backtest those strategies themselves, and offers a custom strategy service for bespoke needs.

Who is Quantbots for?

Quantbots is built for professionals in the quant industry—quant researchers, systematic portfolio managers, execution-led traders, and teams that value speed in research and validation while leveraging tested strategies or commissioning custom ones.

What does "extremely fast" mean in practice?

It means the platform is engineered to minimize turnaround between strategy selection, parameterization, and backtest results, enabling rapid iteration cycles. Exact latency and throughput figures are shared during scoping based on your use case.

What do you mean by "tested strategies"?

Strategies offered in the catalog have been evaluated before being made available. You can then independently backtest them on Quantbots to verify performance and fit for your requirements.

Can I adjust parameters before I backtest?

Yes. Each strategy exposes user-configurable parameters (e.g., lookbacks, thresholds, position sizing rules, or other tunables as applicable). You can modify them and run your own backtests to assess sensitivity and robustness.

Can I request an entirely custom strategy?

Absolutely. Quantbots supports bespoke strategy development. Typical engagements include requirement gathering, design, implementation, and delivery within the platform so you can backtest the custom strategy yourself prior to deployment decisions.

How does the self-service backtesting work?

Select a tested strategy (or your custom build once ready), set your parameters, choose your evaluation window/assumptions, and run. The goal is to make iteration cycles fast, so you can compare configurations and converge on what works for you.

Which markets, asset classes, or data sources are supported?

Coverage varies by client needs. Since you can run tested strategies and request custom ones, supported markets and data sources are aligned during onboarding. Share your target universes and we'll confirm availability.

Does Quantbots support live trading and execution connectivity?

Quantbots is a quant-bot trading platform and is designed to sit in a trading workflow. Specific broker/venue connectivity and execution details are discussed during scoping to ensure alignment with your requirements and controls.

How are results presented to users?

Backtests are designed to return quickly so you can inspect outcomes (e.g., returns over time, drawdown behavior, and other common diagnostics as applicable) and iterate. Exact metrics and report formats are finalized per client needs.

What about security, confidentiality, and IP protection?

We treat your research, parameters, and any custom strategy work as confidential. Specifics on data handling, access controls, and IP terms are covered during onboarding and, where appropriate, under NDA.

Can I compare versions or run multiple configurations side-by-side?

Yes—Quantbots emphasizes fast iteration so you can run multiple configurations and compare backtest outputs to support evidence-based decisions on parameter choices or strategy selection.

How do you prevent common backtesting pitfalls?

Quantbots is built to help you validate strategies quickly. Users are encouraged to run their own backtests and checks (e.g., across different windows or settings) to verify assumptions. Additional guardrails and controls are discussed during setup based on your process.

What deliverables come with a custom strategy engagement?

Deliverables are defined during scoping and typically include the strategy implementation inside Quantbots, parameterization options, and backtest-ready access so you can evaluate and refine before any production decision.

How do I get started?

Share your objectives and target markets, choose from the tested strategies to begin, run your own backtests, and, if needed, engage the team for a custom strategy tailored to your mandate. This lets you move from idea to validated results quickly.

What is the typical latency for trade execution on QuantBots?

QuantBots achieves microsecond-level trade execution through our global network of co-located servers positioned directly adjacent to major exchanges. Actual latency varies by exchange and location but typically ranges from 50-500 microseconds for order placement.

How does QuantBots compare to other trading platforms?

QuantBots differentiates itself through ultra-low latency execution, extensive global co-location network, AI-powered algorithms, and support for both pre-built and custom strategy development. Our platform is designed specifically for professional quant traders who require institutional-grade infrastructure.

What programming languages are supported for custom strategies?

QuantBots supports Python 3.10+ for custom strategy development. Our API provides comprehensive access to market data, order execution, and portfolio management functions through both REST and WebSocket connections.

Which exchanges does QuantBots integrate with?

QuantBots integrates with major cryptocurrency exchanges including Binance, Coinbase Pro, Kraken, and traditional markets through connections to NYSE, NASDAQ, LSE, and other global exchanges. Specific exchange connectivity is configured during onboarding based on your trading requirements.

Does QuantBots provide API access for developers?

Yes, QuantBots provides comprehensive REST and WebSocket APIs for developers. Our API enables custom strategy deployment, real-time market data access, order management, and portfolio analytics integration. API documentation and access keys are provided upon account activation.

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