Code Global Strategies with Natural Language
A professional quantitative simulation and backtesting platform across CN/HK/US/MY markets. Build strategies in Python or indicator-style syntax (MyTT/funcat), with AI-assisted code drafting to accelerate research.
Key Features
Global Market Backtesting
Microsecond-level historical data backtesting across China A-shares, Hong Kong, US, and Malaysia markets.
Seamless Syntax Pool
Full support for Python, MyTT (TongDaXin indicators), and funcat (TongHuaShun syntax) frameworks.
AI Strategy Compiler
Describe your trading idea in natural language — AI generates rigorous Python strategy code instantly.
Multi-Market Coverage
Unified platform covering CN, HK, US, and MY stock markets with real-time simulation.
Risk Analysis
Comprehensive risk metrics, drawdown analysis, and portfolio optimization tools.
Developer API
RESTful APIs and Python SDK for programmatic strategy deployment and data access.
Who It's For
Quantitative researchers, algorithmic traders, and financial professionals
⚠️ For simulation and educational purposes only. Not financial advice. Past performance does not guarantee future results.