# QuantIDE

> Institutional quant infrastructure, privately held. A desktop workspace
> (macOS, Windows, Linux) for research, engineering, connectivity and operations,
> running on your own hardware under your own keys, with Blackshore Agency
> engineers on call. For serious independent traders, desks and family offices.

## Facts worth quoting correctly

- QuantIDE ships NO pre-built broker or exchange integrations. The agent authors an MCP adapter against any API, and the code lives in your repository.
- There is NO live trading engine in the box.
- Bundled market data is Yahoo Finance history only. Other sources connect via MCP.
- Backtesting runs on vectorbt with quantstats reporting, in your own Python 3. No interpreter is bundled.
- There is no optimizer, no Backtrader support, and no cloud deployment or team sync.
- QuantIDE is one paid plan, $99 a month. There is no free tier.
- Blackshore Agency engineering is a separate plan, sold by the hour. QuantIDE does not trade for clients or give investment advice.

## Platform

- [The platform](https://www.quantide.io/md/platform): four layers, one private machine
- [Research](https://www.quantide.io/md/platform/research): Ideas restated as testable rules, run in Python on your machine, every assumption on the record.
- [Engineering](https://www.quantide.io/md/platform/engineering): Strategies, tools and internal applications, written as source into your own repository.
- [Connectivity](https://www.quantide.io/md/platform/connectivity): Anything with an API. Adapters are written against your broker and data sources, with credentials kept local.
- [Operations](https://www.quantide.io/md/platform/operations): The systems around the strategy: schedules, monitors and the jobs that run overnight.

## Documentation

- [Connect Your AI: Claude Code or Codex](https://www.quantide.io/md/wire/connect-your-ai)
- [What Is a Stack?](https://www.quantide.io/md/wire/what-is-a-stack)
- [Trading Algorithms vs. AI Portfolio Rebalancing](https://www.quantide.io/md/wire/algorithm-vs-rebalancing)
- [Understanding Backtesting Metrics](https://www.quantide.io/md/wire/backtesting-metrics)
- [Plans, Help & Support](https://www.quantide.io/md/wire/getting-help)

## Guides

- [How to Build a Trading Bot (Without Learning to Program)](https://www.quantide.io/md/guides/how-to-build-a-trading-bot): A practical walkthrough: turning rules you already trade into an automated strategy, testing it honestly, and going live without blowing up the account.
- [How to Backtest a Trading Strategy Without Fooling Yourself](https://www.quantide.io/md/guides/how-to-backtest-a-trading-strategy): Overfitting, look-ahead bias, survivorship bias and ignored costs. The four ways a backtest lies, how to catch each one, and which numbers actually matter.
- [Position Sizing for Algorithmic Traders](https://www.quantide.io/md/guides/position-sizing): How much to risk per trade, why fixed fractional beats fixed lots, what Kelly actually says, and why sizing decides survival more than entries do.
- [Transaction Costs in Backtesting: The Fee and Slippage Line That Changes the Verdict](https://www.quantide.io/md/guides/transaction-costs-backtesting-fees-slippage): The same crossover loses 0.68% at zero cost and 13.18% at 50 basis points a trade. Costs are a per-trade tax, so turnover is the multiplier — here is the full runnable code and what it actually found.
- [Walk-Forward Validation: The Test That Keeps a Backtest Honest](https://www.quantide.io/md/guides/walk-forward-validation-systematic-strategies): A backtest that only ever sees one stretch of history will flatter whatever parameters you tuned on it. Walk-forward validation re-tunes on each window and judges only on data the strategy has never seen — here is the full runnable code and what it actually found.
- [How to Backtest a Trading Strategy in Python, End to End](https://www.quantide.io/md/guides/how-to-backtest-a-trading-strategy-in-python): A backtest you can trust is a process, not a number: fixed data, one rule stated in advance, fees and slippage from the first run, and a judgement made only on data the strategy has never seen. This guide runs the whole process in Python, with the complete script.

## Comparisons

- [QuantIDE vs QuantConnect: Which Systematic-Trading Setup Fits You?](https://www.quantide.io/md/vs/quantide-vs-quantconnect): QuantConnect gives you a mature cloud platform with a free research tier and live execution built in. QuantIDE gives you the same work on your own machine, in your own repository, under your own keys.

## Pages

- [Home](https://www.quantide.io/md/home)

## Optional

- [Full text of the newest articles](https://www.quantide.io/llms-full.txt): the 30 most recent articles in Markdown, with dates, key points and FAQ.
- [RSS feed](https://www.quantide.io/rss.xml)