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Quant developers & researchers

Get from the result row
to the research evidence.

Inspect large market-data exports, trade records and parameter-sweep results with a native Rust data engine. Keep symbols, time ranges, source provenance and exact values visible.

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Market history

Narrow supported date and symbol partitions. Inspect timestamp units, timezones, duplicates, missing values and price precision before feeding another research step.

Partitioned market-data inspection

Backtest exports

Query the complete supported source for candidate rows. Inspect drawdown, trade count, cost assumptions and the underlying chronological evidence instead of trusting one headline return.

Large backtest result guide

Local research databases

Choose a SQLite or DuckDB table explicitly. Project relevant fields and apply supported native predicates, keeping ordering and query scope with the result.

Database table workflow

Research workflows, shown with mock data

Use synthetic result rows to understand source-wide queries, complete values and provenance before opening your own files locally. No private research records or dataset statistics are published.

A demonstration illustrates the workflow; it is not investment performance or an independently validated strategy.

Make a reviewed research copy.

For supported editable files, stage changes and save a new output. Preserve the source and reopen the copy to check data types, exact numeric values and selected scope. Database browsing remains read-only.

Supported viewing and editing