How does it work?

Building Strategies

QuantBlocks makes backtesting automated trading strategies a breeze. By using our "blocks" you can drag and drop the pieces you need to develop the quantitative strategy you want. Want to see how a simple buy and hold strategy would have worked? Use a simple Today Is and Buy block to see how that would have performed. Want to see how a moving average channel algorithm would have worked? That takes a total of seven blocks. QuantBlocks allows anyone to create automated trading strategies that range from simple to extraordinarily complex - without code.

Once you have your strategy the way you want it, it's time to backtest it against historical market data.


Our algorithmic backtesting results show you all the information you need to determine how your quantitative strategy performed. The easy-to-use interface charts exactly when your strategy entered and exited trades to provide you the information you need to hone your skills and refine your algorithms. The charts and results provide much more information than a simple paper trading routine. Automatically see key pieces of information such as the win/loss ratio of your trades, how much total net profit your strategy gained and how it performed against a benchmark.

We provide the building blocks of algorithmic backtesting so you can focus on what you do best - developing profitable trading strategies.

About Us

QuantBlocks is a London-based financial technology software startup. Stemming from personal problems we've encountered with backtesting financial trading strategies with paper trading, we're focused on making it easier for traders to backtest and refine their strategies with absolutely zero programming knowledge. We care about one thing - empowering traders to make better decisions and increase profits.