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Runs parameterized backtests, sweeping tickers, intervals, and strategy parameters to find and rank the best configurations
Runs a reproducible historical backtest from a start date, end date, and strategy concept, with documented assumptions and downloadable artifacts
Structures and evaluates index-option trades with expiry-aware, defined-risk controls before you place them yourself
Simulates a strategy forward in a paper account, tracking positions, exits, and running P&L over a chosen window
Coordinates the full research loop across backtesting, validation, paper trading, and reporting into one consolidated view
End-to-end trading research: backtest a strategy, save the best candidates, inspect prior runs, and forward-test them as paper trades
Compares your recorded positions, trades, and P&L against your account's actual holdings to surface discrepancies
Summarizes trading-run performance in three modes: recent-run summary, single-run deep dive, and top-strategy ranking
Independently cross-checks recorded trades against market data for price, P&L, and trading-hours accuracy, iterating up to ten times