You describe the research. Jo writes the code.

You trade hunches. Make them prove it first.

Tell Jo the setup in plain English. The tearsheet here came from one sentence, run for real: 74 trades, worst month on the chart. Then the gauntlet:

  • Backtest fills at next bar's open, no lookahead.
  • GREEN, CAUTIOUS, or RED. RED means don't trade.
  • Paper trades on live market bars, positions and P&L in real time.
  • One run can backtest the idea across all 50 Nifty names.

Free: 300K AI tokens a week · 3 active projects · no card. First backtest tonight; the optimizer and paper desk are Pro.

backtest.pyNIFTY 50 / NSE2024-07-052026-07-03COMPLETED
THE IDEA, VERBATIM

"Go long the NIFTY 50 when the 20-hour SMA crosses above the 50. Flip short when it crosses back down."

DRAWDOWN · MAX −6.3%
Strategy +23.6%NIFTY 50 (hold) −0.8%
Return+23.55%
Max DD−6.26%
Win rate64%
Trades74
Bars1h
Period24 mo
Signals fill at the next bar's open. NIFTY 50 hourly bars via Zerodha, long and short. Worst month on record: −6.3% (Apr 2026). It's on the chart. The prompt is one sentence. Rerun it on a free account →

The whole loop lives in one chat.

Idea to live paper trade without leaving the project. No notebook, no spreadsheet, no copy-pasting between five tools.

01

Describe it

Plain English. Entry, exit, universe. Jo asks when something is ambiguous.

02

Jo writes the Python

A real Python file you own. Never written code? You never have to open it. Every version saved, revert is free.

03

Backtest honestly

Next-bar-open fills, transaction costs included, intrabar stops. The trade log exports to CSV.

04

Optimize with a verdict

Grid search on a train/test split, scored by lower confidence bound. It ends in a call, and red means don't.

GREENCAUTIOUSRED
05

Paper trade live

Real market bars, simulated money. Positions and P&L tick live, even while you sleep.

Backtests that are allowed to say no.

Most backtesting flatters the strategy. Ours is built to disappoint you early, before the market does it with your money.

No lookahead, by construction

A signal on bar N fills at bar N+1's open. Your backtest can't peek at the close it trades on, so live paper results track the simulation.

Stops fill where they'd actually fill

Platform exit rules (stop loss, take profit) execute intrabar against the high and low, on the touch. A gap through your stop fills at the open, not at your price. No end-of-bar mercy.

Validation that can kill the idea

Parameter search trains on one window and is judged on the next, scored by lower confidence bound. Overfit ideas come back RED, with the reason.

Research beyond the strategy

Run Python cells against your data in a sandbox: rank the Nifty 50 by a signal, chart pair spreads with Plotly, keep every analysis on the research rail.

Better to hear RED from a backtest than from the market. Put a hunch through it, free →

Your data, connected once.

Authenticate with a provider one time. Jo probes what it can do (historical, live feed) and uses it everywhere: backtests, research, paper trading.

ProviderMarketsBarsAuth
ZerodhaIndiaNSE & BSE equities, futures, optionsDaily + intraday, 1m to 240mOAuth
DatabentoGlobalCME, NYSE, NASDAQ, cryptoTick data, any interval reconstructedAPI key
MassiveUSUS equities & ETFs, fundamentalsDaily, hourly, intradayAPI key

What QuantJo is not.

Every trading tool oversells. Here is our own risk disclosure, kept current.

DISCLOSURE — WHERE WE DRAW THE LINE
  1. Not financial advice. Jo writes and tests code. It does not tell you what to buy. You bring the edge; we make it testable.
  2. Not a broker. We never hold your funds. QuantJo is a technology layer between you and your own data accounts.
  3. Paper trading, not real orders. Strategies trade simulated capital against live market bars. QuantJo places no real orders with any broker.

Shipping next.

Built in the open, dated, and honest about status.

JUST SHIPPED

Bucket runs

One strategy, every name in the bucket. Sweep the whole Nifty 50 in a single run. Pro.

SHIPPED
JUST SHIPPED

1-second CME data

Native 1-second bars on CME futures via Databento, historic and live. Pro.

SHIPPED
IN DEVELOPMENT

Options strategies

NSE and CME options data is already connected. Strategy support lands in the SDK next.

BUILDING
PLANNED

Fundamentals & global markets

Screen on earnings and balance-sheet data alongside price. More exchanges beyond NSE, BSE, and US venues.

PLANNED
PLANNED

Strategy marketplace

Publish a validated strategy with its full tearsheet. Fork someone else's and test it on your own data.

PLANNED

Pricing.

Start free. Pro is ₹3,250 a month at launch, half its list price.

Free
Free forever

Describe an idea, get the code, backtest it against real data.

  • 300K AI tokens / week
  • 3 active projects
  • All 16 indicators, all providers
Pro
₹3,250 / month list ₹6,500

The full loop: optimization verdicts, live paper trading, bucket sweeps.

  • 2.5M AI tokens / week
  • 5 live paper strategies
  • Optimizer · bucket runs · 1-second data

Subscribe at launch and keep this price for as long as you stay subscribed.

Full plan details →

Questions, answered straight.

What the product does and doesn't do, in plain terms.

Can I backtest a trading strategy without writing code?

Yes. You describe the strategy in plain English and Jo writes the Python. You can read and edit the file if you want to; you never have to.

Does QuantJo work with Indian markets?

Yes. NSE and BSE data come through Zerodha, intraday and daily. US and global markets come through Databento and Massive.

What does QuantJo cost?

The Free plan costs nothing and needs no card: 300K AI tokens a week, 3 active projects, backtesting and research included. Pro is ₹3,250 a month at launch, half the ₹6,500 list price, and subscribers who join at launch keep that rate for as long as they stay subscribed. The optimizer, paper trading, bucket runs, and 1-second data are Pro.

How does QuantJo avoid lookahead bias?

Signals generated on one bar fill at the next bar's open, so a backtest can never trade on a close it hasn't seen. Stops and targets execute intrabar against the high and low, and a gap through your stop fills at the open.

Does QuantJo place real trades?

No. QuantJo paper trades: live market data, simulated money. It does not connect to a brokerage and it cannot place a real order.

You've been sitting on that idea for months.

It's either an edge or it isn't. Under a minute to a project, your first backtest tonight.

Free plan: 300K AI tokens a week · 3 active projects · no card.