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Your quantitative research desk What is Stochastly?Pricing Stochastly compared Stochastly vs QuantConnect QuantConnect alternatives Stochastly vs StrategyQuant X StrategyQuant alternatives Affiliate program Credits Enterprise research software on request Risk disclosure Export targets and coverage threshold How to find an edge without fooling yourself Execution costs and market impact Machine learning strategies, validated Macro and alternative data, point in time Options and volatility on bars Portfolios and books of strategies Prop-firm evaluations as first passage Risk and position sizing in R Install Stochastly on Windows MCP server reference Node graph reference Documentation Help and questions Legal notice Partner program Privacy policy An assistant that acts on the app The causality gate, validated kernel by kernel A figure for each display Code editor and custom nodes Export to Pine Script, MQL5 and Python How the app checks itself Runs locally, on your own data MCP server for coding agents Research paper export Research sessions with several agents Backtesting, guards and exports Causality and look-ahead leakage What an exported file reproduces Validity domain and known gaps Measurement protocol Statistical methods in the engine Roadmap Version Terms of use and sale Product facts & attributions Research journal Overfitting in strategy research Validation in event time — Stochastly Journal From a backtest to executable rules Calculators for strategy validation Deflated Sharpe ratio calculator Minimum track record length calculator Trading cost break-even calculator Prop firm challenge simulator PBO calculator Pine Script look-ahead checker Check your backtest Learn backtesting and strategy validation Sharpe vs Sortino ratio in backtests Survivorship bias in backtesting Transaction costs and slippage in backtests Purged k-fold and CPCV for finance Regime change in backtesting Point-in-time data and vintages Signal timestamps and execution delay Deflated Sharpe ratio, explained Prop firm challenge pass probability Pine Script backtest validation Export a Python strategy to MQL5 Quantitative research library Backtest overfitting: the research library Research method: rules for tests that can fail Statistics for traders: the research library Machine learning in finance: research notes Risk and portfolio construction: the library Trading strategies: what the research found Market practice: evidence on how trading works Market microstructure: the research library Market data practices for backtesting Econophysics: the research library Engine notes: bars, custom code and tests About Stochastly Import data and build a first graph Read a verdict and export a strategy Press kit Three executable product guards Research verdicts counter

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Python and its logos: Python Software Foundation. Rust logo: Rust Foundation, CC BY; unchanged. C++ logo: Standard C++ Foundation / Jeremy Kratz. Pine Script: TradingView. MQL5 and MetaTrader: MetaQuotes. Google and GitHub logos: Google LLC and GitHub, Inc., shown on sign-in buttons. GitHub, LinkedIn, X and YouTube marks: their owners, used only to link to our own accounts and repository. Brand names identify languages, clients and sign-in providers. Stochastly is independently developed. Attributions & brand use.

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