Backtesting Platform

Quant Lambda Backtesting is an upcoming research and execution environment designed to validate trading strategies powered by adaptive news-trend analytics.

The platform will allow you to run fully automated backtests using our customizable news trend model, where sentiment strength, market impact, and proactive vs reactive signals can be dynamically weighted across any timeframe or historical period.

Using a dedicated strategy constructor, you will be able to design and test strategies that combine news-driven market context with price behavior — defining entry and exit logic based on news trend dynamics, trend shifts, confirmations, and divergence from price.

Backtests will be executed end-to-end within the Quant Lambda system, providing clear performance metrics, historical trade logs, and objective validation of how news-driven signals interact with real market movement.