QResearch is a conditional backtesting platform for programmatic trading without programming. It abstracts all factors into factors, making it simple and easy to use without losing flexibility. Users can use the mouse for backtesting as long as they understand their strategy, which is very suitable for users with rich ideas but no programming skills to quickly verify their ideas; For users who can program, QResearch can also save a lot of time in data processing and detail processing. QResearch is based on a high-quality database and provides a rich library of factors, most of which can be traced back to the corresponding paper, making it very suitable for students and teachers in financial colleges of universities to conduct research. Since its inception, QResearch has been pursuing consistency between backtesting and real trading, striving to achieve WYSIWYG backtesting results. Currently, as long as transaction costs are set appropriately, the error between daily backtesting and real trading can be controlled at 0.1bp, which is particularly prominent among the mixed backtesting platforms in the market!


QResearch has the following characteristics:

·Easy to use.
·Strong flexibility.
·High database quality.
·Rich factor library.
·Suitable for strategy development personnel.
·It can improve efficiency.
·Able to conduct beautiful research or achieve outstanding performance.

In short, QResearch is suitable for use by various strategy researchers, including fundamental researchers, quantitative researchers, traders, as well as university teachers and students. We believe that every type of personnel can improve efficiency and achieve impressive research or performance by using QResearch


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