Research SDK
Every operating system ships a standard library so you are not writing the basics again. Ours is a Python module carried by the Quant Research stack: fetch and align price history, compute the usual indicators, run a backtest, and get a report out — with the sharp edges of doing that correctly already handled. It arrives with the stack, which is why it can be replaced, forked or rewritten without waiting on an app release.
Data in, aligned
Fetch single or multiple symbols and align them on a common index, with results cached on disk so an iteration loop is not also a download loop.
The indicators you were going to write anyway
RSI, SMA, EMA, ATR, MACD, Bollinger bands, and crossover and crossunder helpers — with signal preparation that handles the shifting and alignment where lookahead bias usually creeps in.
Backtest and report
Run a single backtest or a grid, stream results as they complete, and produce a performance report. Diagnostics run over your signals before the backtest does, so obvious mistakes surface early.
Honest about the data
The bundled data source is Yahoo Finance, and we say so plainly rather than implying an institutional feed. Anything else — a vendor, an exchange, your own database — is reachable through the MCP layer.
- Which market data is included?
- Whatever the stack carries, cached locally, plus anything you bind in yourself. No feed is bundled into the app — the source you want is named and connected like every other capability.
- Do I have to install anything?
- It runs on your own Python 3, and the stack installs its dependencies into that environment on first use — the app has never shipped an interpreter.
- Can I use my own libraries instead?
- Yes. It is a normal Python package in a normal environment. Nothing stops you importing whatever you prefer and ignoring ours.
Research SDK is part of QuantIDE. There is no separate purchase and no add-on — the download is free on macOS, Windows and Linux.
Download QuantIDE