Skewlab

Skewlab is a web-based quantitative backtesting platform for individual traders and small teams. It runs strategy and portfolio backtests on stocks, ETFs, crypto, forex, futures and bonds from a single engine, on 34 billion data points with intraday history down to 1-minute where available, with realistic cost models (commissions, slippage, funding) and a walk-forward, out-of-sample validation workflow.

What sets it apart from most retail backtesters:

• Standard time bars (1-minute to daily) plus non-time bar structures: dollar bars, volume bars, tick and imbalance bars
• A no-code strategy builder with 25+ indicators and a rule DSL, plus a portfolio builder with rebalancing, regime filters and hedging
• AI-assisted strategy design: the assistant reads your backtest and suggests concrete changes to entries, exits and risk rules
• Alpha and beta analysis against a benchmark, factor exposure and rolling correlation, so you know whether a return is skill or market
• Forward-looking Monte Carlo projections and stress tests on the resulting equity curve
• Trade-level diagnostics: every exit reason, every stop, every drawdown episode is traceable
• Exportable PDF reports

Free tier includes strategy backtests on daily data; paid tiers unlock intraday timeframes, all asset classes, AI suggestions, Monte Carlo and portfolio features.