Sitemap
Every public page of the site, grouped by section.
Product
- Your quantitative research desk
- What is Stochastly?
- 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
- Backtest check: method and source code
Compare
Docs
- 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
- Import data and build a first graph
- Read a verdict and export a strategy
Research
Tools
- 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
- Sortino ratio from returns
- Omega ratio from returns
- Fractional Kelly bet calculator
- Maximum drawdown path calculator
- Gambler ruin probability calculator
- Autocorrelation-adjusted Sharpe calculator
- Volatility target leverage calculator
- Two-strategy portfolio Sharpe calculator
Learn
- Learn backtesting and strategy validation
- Overfitting in trading, explained
- Walk-forward analysis for trading
- Sharpe vs Sortino ratio in backtests
- Survivorship bias in backtesting
- Transaction costs and slippage in backtests
- Purged k-fold and CPCV for finance
- Multiple testing in trading research
- Minimum track record length for Sharpe
- Monte Carlo permutation test for signals
- Regime change in backtesting
- Look-ahead bias in backtesting
- Point-in-time data and vintages
- Signal timestamps and execution delay
- Parameter robustness in backtesting
- Probability of backtest overfitting (PBO)
- Deflated Sharpe ratio, explained
- Prop firm challenge pass probability
- How to backtest a trading strategy
- Pine Script backtest validation
- MQL5 Expert Advisor robustness test
- Export a Python strategy to MQL5
- Monte Carlo simulation for trading
- In-sample vs out-of-sample testing
Library
- 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