Test Your Strategy on
7 Years of Real Market Data
Before you risk real money, prove it works. 198+ strategies across crypto, forex, stock indices & commodities — backtested on tick-level candles, not hypotheticals.
Five Markets, One Platform
Every strategy runs against real historical data from each market. No synthetic data, no interpolation.
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 any strategy against 7 years of real 1-minute candle data. No look-ahead bias, no survivorship bias. Tick-accurate fills with slippage modeling.
- Walk-forward validation to prevent overfitting
- Per-symbol parameter optimization
- Detailed trade-by-trade reporting
- Drawdown, Sharpe ratio, and risk metrics
Strategy Library
198+ pre-built strategies spanning momentum, mean reversion, breakout, and multi-indicator confluence approaches. Each individually optimized per instrument.
- 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
1-minute candles for every supported instrument going back 7 years. Stored in columnar format for fast analytical queries.
Real-Time Data Feeds
Parallel WebSocket connections to exchanges. Price updates in milliseconds, not seconds.
Core Indicators
Pre-computed and cached indicator values across all timeframes. Strategies compose these into 198+ distinct configurations.
Performance-First
The entire system is written in Rust. No Python bottlenecks, no garbage collection pauses during critical research workflows.
Real Data
Every backtest runs on actual historical candles from exchanges. No synthetic generation, no interpolation, no shortcuts.
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 | 7 years, tick-level | No backtesting | Limited / synthetic |
| Multi-market (crypto + forex + indices + commodities) | 5 markets, 1060+ instruments | Crypto only | Varies |
| Paper trading with live prices | Real-time, zero risk | Not available | Rare / manual |
| Broker execution connectors | Approval-gated beta, encrypted credentials, kill switches | Copy-trade | Manual only |
| Custom strategy builder | TOML config, 198+ templates | 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 |
Real Data, Not Simulations
55 GB of actual exchange candles. Every backtest hits the same data the market produced. No curve-fitting on fake data.
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 Speed
Rust-native engine processes 7 years of 1-minute candles in seconds. No waiting for Python loops or rate-limited APIs.
The Methodology
Regime detection. Tournament selection. ML filtering.
Every signal is the output of four integrated systems running simultaneously across 1060+ instruments. 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
- All 198+ strategies
- Full historical data access
- 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
- API access
- Paper trading
- Everything in Pro
- Higher API rate limits
- 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 any strategy across all supported markets against 7 years of real 1-minute candle data.
What data does FerroQuant use for backtesting?
All backtests run against real historical 1-minute OHLCV candle data — no synthetic data, no interpolation. This includes 7 years of continuous market data with accurate volume, spread, and funding rate information where applicable.
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. Free research alerts cover selected instruments, and 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.