HOW IT WORKS

Multi-factor investing, built systematically.

QuantAscent helps you research factors, build systematic strategies, test them against historical market data, and deploy them through a structured investment workflow — without writing code.

Start Building

See the workflow

Strategy Engine Diagram — Reference Build

Input Factors

Quality

Momentum

Value

Volatility

Fin. Stability

Strategy Engine

Strategy
Engine

Results

Return Analysis

Risk Metrics

Sharpe Ratio

Drawdown

FUNDAMENTALS

What is a factor?

A factor is a measurable characteristic that has historically been associated with differences in stock returns. Think of them as lenses — each one highlights something different about a company.

Factors are structured investment signals built from real financial and market data — helping investors make decisions systematically instead of emotionally.

Grounded in academic finance research spanning 40+ years

Used by institutional investors and quant funds worldwide

Each factor can be weighted, combined, and tested

Quality

Companies with strong profitability, low debt, and stable earnings

ROIC · GP/A · Debt/Eq

Momentum

Companies with strong profitability, low debt, and stable earnings

ROIC · GP/A · Debt/Eq

Value

Companies with strong profitability, low debt, and stable earnings

ROIC · GP/A · Debt/Eq

Financial

Companies with strong profitability, low debt, and stable earnings

ROIC · GP/A · Debt/Eq

Volatility

Companies with strong profitability, low debt, and stable earnings

ROIC · GP/A · Debt/Eq

SIGNAL COMBINATION

Why combine factors?

Each factor has periods where it underperforms. Combining uncorrelated signals can reduce that fragility without simply averaging returns away.

01

Reduce factor-specific risk

Value struggled for a decade. Momentum reversed sharply in 2009. A single bet on either was painful. Combining them smooths the ride.

02

Factors are complementary

Quality and Momentum tend to diverge. Low Volatility holds up in downturns. These differences can work in your favor when weighted correctly.

03

More consistent signal selection

Multi-factor screens pick stocks that score well across several dimensions — not just cheap, but cheap and high quality.

CONNECTED WORKFLOWS

Research, construct, test, and automate systematic investment strategies.

Research

Metric Explorer

Analyze 120+ metrics using historical performance data, quintile breakdowns, and signal rankings to identify which factors belong in your strategy.

Build

Strategy Builder

Stack factor cards, weight them, layer filters. No code, just rules. Save versions as you iterate, branch when you want to test variants, and pick which one to backtest next.

Backtest

Performance Report

16 metrics — Sharpe, Sortino, Calmar, alpha, beta, max drawdown, win rate, and more. Every backtest benchmarked against the S&P 500 and saved automatically so you can compare runs side-by-side.

LIVE

Portfolio & Trades

Live positions, lots, dividends, and tax events — straight from your Interactive Brokers account. P&L tracked by strategy, by lot, by realized vs. unrealized, with tax schedules built in.

ANALYTICS

Performance Tracking

Compare real-world results against historical expectations. Monitor return, risk, and portfolio behavior to see whether your strategy is performing as intended.

MORE THAN A STOCK SCANNER

Where the other tools end.

Where this begins.

Every category of investing software solves part of the problem well. The gap isn't in any single tool — it's in the connections between them. QuantAscent is built around those connections.

STOCK
SCREENERS

Finviz, Koyfin, Simplywall.st

BACKTESTING
TOOLS

Portfolio123, Quantopian

DATA
TERMINALS

Bloomberg, Koyfin Pro

QUANT
FRAMEWORKS

Python / R, custom stack

QUANTASCENT
PLATFORM

Connected workflow

Factor research

Define, validate, and compare factors

PARTIAL

Filter-based, no factor attribution

PARTIAL

Built in, but limited to strategy scope

PARTIAL

Rich data, no structured workflow

FULL

Flexible, requires significant build time

FULL

Structured factor research environment

Strategy construction

Combine factors, weighting, rules

NONE

Screening only, no strategy layer

FULL

Core feature, but isolated from research

NONE

Data only, no construction tools

FULL

Fully custom, high maintenance cost

FULL

Connected directly to factor research

Historical testing

Backtest, attribution, regime analysis

NONE

No historical validation layer

FULL

Primary strength, well supported

PARTIAL

Historical data yes, testing framework no

FULL

Powerful but requires custom build

FULL

Integrated with strategy construction

Portfolio analysis

Live exposure, drift, concentration

PARTIAL

Watchlists only, no live tracking

PARTIAL

Simulated only, not live portfolios

FULL

Strong, but no strategy linkage

FULL

Custom built, fragile over time

FULL

Tied to the strategy that created it

Automation & iteration

Rebalancing, alerts, systematic refinement

NONE

Manual process required throughout

PARTIAL

Some automation, limited to rebalancing

NONE

Data and alerts only, no execution logic

FULL

Unlimited, but costly to build and maintain

FULL

Closes the loop back to research

FULL coverage

PARTIAL coverage

Not supported

START THE LOOP

A system you understand, own, and iterate.

QuantAscent is built for investors who want more than a signal — they want a repeatable, research-backed process they can refine over time. Start with the platform, explore the tutorials, or read the documentation.

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Explore the docs

TUTORIALS

Learn the workflow before
you commit.

View all tutorials

TUTORIAL 01

Introduction to Multi-Factor Investing

What factors are, why they work, and how to combine them into a coherent research framework.

12 min

Start Tutorial

TUTORIAL 02

Building Your First Strategy

Select factors, define weighting logic, set rebalancing rules, and run your first historical simulation.

12 min

Start Tutorial

TUTORIAL 03

Backtesting & Portfolio Construction

Interpret backtest results, analyze factor attribution, and refine portfolio construction for live use.

12 min

Start Tutorial