Backtest and replay strategies before you trade.
Review strategy ideas across crypto, forex, stock indices & commodities with supported historical market data, paper trading, and explicit risk controls.
Five Markets, One Platform
Strategies run against the historical data available for each supported market, with unavailable evidence shown explicitly.
Crypto Futures
Binance USDT-M perpetual contracts. Leverage-aware position sizing and risk management.
Crypto Spot
Binance spot pairs. Long-only and long/short strategies with full order book data.
Forex
Major and minor currency pairs via OANDA. Session-aware timing across London, New York, and Tokyo.
Stock Indices
18 global index CFDs via OANDA. S&P 500, NASDAQ 100, DAX 30, Nikkei 225, FTSE 100, and more.
Commodities
Gold, silver, oil, and more via OANDA. Strategies adapted for commodity volatility patterns.
What You Get
A complete algorithmic trading workflow, from idea to validated research.
Backtesting Engine
Test strategy ideas against the stored historical candles available for the selected market, symbol, and timeframe, with fill and slippage assumptions shown for review.
- Walk-forward validation to prevent overfitting
- Per-symbol parameter optimization
- Detailed trade-by-trade reporting
- Drawdown, Sharpe ratio, and risk metrics
Strategy Library
Available strategy templates span momentum, mean reversion, breakout, and multi-indicator confluence approaches, with evidence windows varying by market and symbol.
- Strategies cover all five markets
- Custom strategy builder with TOML configuration
- Combine multiple indicators and conditions
- Parameter sweeps across any dimension
Paper Trading
Validate strategies in real time with simulated capital before requesting connector review.
- Real-time price feeds, not delayed
- Position tracking with P&L
- Performance journal with trade history
- Research-first workflow before any execution request
Broker Connector Review
Approval-gated connectors let reviewed users test broker integrations with explicit risk controls.
- Encrypted credential storage
- Per-credential position size limits
- Daily loss limits and kill switches
- Testnet mode for exchange-level validation
Built for Serious Trading
Not a wrapper around TradingView. A purpose-built system written in Rust.
Historical Market Data
Stored market candles from configured sources power backtests, with availability and assumptions kept visible in each run.
Real-Time Data Feeds
Parallel market-data connections support live research views and paper-trading workflows.
Core Indicators
Pre-computed and cached indicator values support strategy templates and signal-review panels.
Performance-First
The entire system is written in Rust. No Python bottlenecks, no garbage collection pauses during critical research workflows.
Real Data
Backtests use historical market candles from configured sources, and the app labels missing or unavailable evidence instead of filling gaps silently.
Always Running
Research engines monitor markets continuously. Paper portfolios are tracked around the clock across all time zones.
Trading Intelligence
Beyond charts. Real-time market intelligence that most platforms don't offer.
Real-Time Liquidation Data
Bloomberg-style liquidation ticker with heatmap visualization. See where leveraged positions are getting wiped in real time.
Market Sentiment Analysis
Fear & Greed Index, social sentiment from 7 sources, and community prediction accuracy — all in one view.
Economic Calendar
Fed events, CPI releases, and macro data with countdown timers and impact ratings. Session-aware across time zones.
ML Research Scoring
ONNX ensemble models score every research output with calibrated confidence. Separate model families cover long and short market views.
Crypto News Ticker
Aggregated real-time news from multiple RSS sources. Filter by relevance and see market-moving headlines first.
Interactive Chart Tools
Historical OHLCV charts with drawing tools, trend lines, and multi-timeframe analysis. Data saved per symbol.
How FerroQuant Compares
Most trading tools give you charts or alerts. FerroQuant gives you the full research workflow.
| Feature | FerroQuant | Alert Bots | Charting Platforms |
|---|---|---|---|
| Backtest on real historical data | Supported historical data | No backtesting | Varies by plan |
| Multi-market (crypto + forex + indices + commodities) | 5 markets, configured symbol universe | Crypto only | Varies |
| Paper trading with live prices | Live prices, simulated capital | Not available | Rare / manual |
| Broker execution connectors | Approval-gated beta, encrypted credentials, kill switches | Copy-trade | Manual only |
| Custom strategy builder | TOML config, template library | Fixed alerts | Pine Script / code |
| Built in Rust | Native performance | Python / Node | Browser-based |
| Real-time liquidation data | Heatmap + ticker | Not available | Not available |
| Social sentiment analysis | 7 sources, ML-scored | Not available | Community ideas |
| Economic calendar integration | Fed events + macro data | Not available | Third-party widget |
Historical Market Data
Backtests use the stored market data available for the selected symbol and timeframe, with run assumptions kept visible for review.
Full Workflow in One Place
Go from idea to backtest to paper trade to live execution without switching tools, importing CSVs, or writing glue code.
Built for Review
Rust services handle backtest and research workflows while the UI keeps assumptions, logs, and result evidence in the same workspace.
The Methodology
Regime detection. Tournament selection. ML filtering.
Every signal is the output of four integrated systems running across the configured market universe. The full theoretical framework — including the ASHA tournament algorithm and its novel application to live strategy selection — is published.
Transparent Pricing
Start with backtesting. Upgrade when you're ready for live execution.
- 3 backtests per day
- Available strategy templates
- Supported historical data
- Custom strategies
- Live trading
- Unlimited backtests (1 at a time)
- Up to 5 custom strategies
- Collective insights
- Priority support
- Live trading
- Parallel backtests (no queue)
- Unlimited custom strategies
- Execution connectors after approval
- Advanced analytics
- Paper trading
- Everything in Pro
- Enterprise API access after approval
- Dedicated support
- Custom integrations
- SLA support
Telegram Research Alerts
Don't want to use the platform? Get model-ranked market research delivered directly to Telegram.
Alerts are generated by the same engine that powers the platform. They are a standalone product — no platform subscription required.
View Telegram ResearchSelected model scans across 5 markets. Join instantly, no signup required.
Private model-ranked setups, market context, and outcome notes. Included with any paid platform tier.
Reddit Prediction Community
Test your market intuition against model research outputs. Vote daily, build streaks, climb the leaderboard.
Join the Subreddit
Subscribe to r/ferroquant_dev and get daily research predictions posted automatically.
Vote on Research
Comment your prediction — agree or disagree with the algorithm. Build your accuracy streak.
Climb the Leaderboard
Top predictors get featured here. Prove you can beat the algorithm consistently.
Top Predictors
Frequently Asked Questions
What markets does FerroQuant support?
FerroQuant covers five markets: crypto futures (Binance USDT-M perpetuals), crypto spot (Binance pairs), forex (major and minor pairs via OANDA), stock indices (18 global indices including S&P 500, NASDAQ 100, DAX 30), and commodities (gold, silver, oil via OANDA).
How is FerroQuant different from TradingView or 3Commas?
FerroQuant is a purpose-built algorithmic trading research system written in Rust, not a wrapper around third-party charting libraries. It includes walk-forward validation to prevent overfitting, ML research scoring, paper trading, and approval-gated broker connectors.
Is backtesting free?
Yes. The free tier includes 3 backtests per day with no credit card required and no time limit. You can test available strategies against supported historical market data.
What data does FerroQuant use for backtesting?
Backtests run against stored historical OHLCV market data from configured sources. Data availability, volume, spread, and funding fields depend on the selected market and symbol.
Can I connect broker execution?
Broker execution connectors are approval-gated beta features, not automatically unlocked by payment. Approved users can connect supported brokers with encrypted credential storage, position size limits, daily loss limits, and kill switches.
How does the ML research scoring work?
FerroQuant uses ONNX ensemble models to score model outputs before they appear in research views. The models evaluate regime conditions, volatility patterns, and confluence across multiple indicators to assign confidence scores.
What is walk-forward validation?
Walk-forward validation splits historical data into sequential train/test windows, optimizing strategy parameters on the training window and testing on unseen data. This prevents overfitting — the most common reason backtested strategies fail in live markets.
Can I get research alerts without using the platform?
Yes. FerroQuant delivers model-ranked market research directly to Telegram. Private research alerts include broader market coverage, context notes, and outcome notes.
See the Data for Yourself
Run 3 backtests per day on the free tier — no credit card, no time limit.
Trading cryptocurrencies, forex, stock indices, and commodities carries substantial risk of loss. Past performance of any strategy, indicator, or signal does not guarantee future results. FerroQuant provides tools and data — all trading decisions and their outcomes are your own responsibility. Never trade with money you cannot afford to lose.