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Bringing Quant Research for Indian Markets

Quant tools, factor models and backtesting built for Indian markets — so you always stay ahead of the curve.

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200+ members

Exclusive community

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Design.
Analyze.
Compare.

A complete workflow from screening to execution. Build portfolios with confidence using risk-aware tools.

Step 1

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Screen opportunities

Find candidates quickly with factor filters and market movers.

Open Screener
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Why investors trust QuantBuilt

A risk-first workflow with transparent metrics helps you move from hypothesis to execution with more confidence.

Data quality

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Point-in-time aware workflows

Evaluate ideas with tools built to reduce hindsight bias in analysis and backtests.

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Think in Portfolios

Stop evaluating stocks in isolation. Understand how decisions behave together.

Risk Before Return

Know drawdowns, volatility, and failure modes before you invest.

Explainable by Design

Every score, rank, and recommendation comes with reasoning you can inspect.

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Built for disciplined investing

Pursue Risk-Adjusted Outperformance

50K+
Users Reached
30K+
Backtests Run
100K+
Portfolios Generated
300
Strategy Models

Platform activity snapshot. Metrics are indicative and may update as data pipelines refresh.

Get Started

Portfolio Insights

Compare two perspectives: strategy-level performance ideas and model-level portfolio families. Use tabs to switch between ranked strategies and average metrics across model portfolio types.

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Artificial Intelligence

AI-assisted signals to help you spot setups faster.

Combine quantitative filters, market context, and explainable signal logic to prioritize ideas worth deeper analysis.

Real-time alerts

Get notifications when stocks match your chosen factor and risk criteria.

Signal context and rationale

Understand why a signal appears with supporting metrics, trend context, and risk cues.

Workflow-ready integration

Move from alert to backtest to portfolio decisions using connected tools in one platform.

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Market and sectors

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Stock Map

Live market map of Indian stocks by size and performance. Double-click any tile inside the map to open stock details.

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Industry Strength Plots

Interactive sector-aware view of industry leadership versus market benchmark.

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Today's Stocks

STOCK
PRICE
CHANGE
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News & events

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Platform Features

QuantBuilt is a comprehensive quantitative analysis platform designed for Indian markets. Built with institutional-grade tools and risk-aware methodologies.

Comprehensive Data

Access to NSE/BSE data with point-in-time fundamentals and survivorship-bias free backtesting.

Quant Scoring

Multi-factor scoring systems for value, quality, growth, and stability analysis.

Risk Intelligence

Advanced risk metrics including VaR, CVaR, drawdown analysis, and volatility forecasting.

Portfolio Optimization

Mean-variance optimization, risk parity, and tax-aware portfolio construction.

Backtesting

Institutional-grade backtesting with realistic transaction costs and slippage modeling.

AI/ML Intelligence

Machine learning models for stock prediction, clustering, and anomaly detection.

Built for decision velocity

Move from idea to action with a single workflow: discover opportunities, validate them with realistic backtests, optimize portfolio risk, and monitor live market context without jumping across disconnected tools.

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How to use this app

A quick guide to turning raw market data into risk-aware, actionable decisions inside QuantBuilt.

1. Explore markets & ideas

  • Scan the home dashboard, top movers, and news to see where capital is flowing.
  • Use the Screener to find stocks by value, quality, growth, and momentum scores.
  • Drill into any stock's page for fundamentals and charts.

2. Build & test portfolios

  • Use the Portfolio Builder to define your universe, rules, and constraints.
  • Backtest strategies and model portfolios to understand returns, drawdowns, and risk.
  • Optimize allocations with efficient frontier, sector-aware, and volatility tools.

3. Analyze risk & regimes

  • Run risk & volatility tools to see VaR, CVaR, drawdowns, and tail risk.
  • Use time-series and structural break analysis to detect regime shifts.
  • Study sector & industry dashboards to see where risk and momentum are concentrated.

4. Monitor & iterate

  • Track today's stocks and funds to see how your ideas are playing out.
  • Compare new signals with your existing portfolio before making changes.
  • Continuously refine screens, allocations, and strategies as new data arrives.
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Explore All Quant Tools

14 categories · 190+ tools built for Indian markets.

View full toolkit
Value composite scoreQuality composite scoreGrowth composite scoreStability composite scoreCapital efficiency scoreBalance sheet strength scoreEarnings consistency scoreCash flow reliability scoreOperating leverage scoreBusiness reinvestment quality scoreUser-defined factor formulasSector-neutral factor normalizationFactor persistence analysisVolatility Forecasting (GARCH/EGARCH/EWMA)Total risk decompositionSystematic vs idiosyncratic riskRolling beta (multi-index)Downside beta & tail betaSector beta & factor beta exposureStress beta (crisis regimes)GARCH-based volatility forecastVolatility clustering scoreVolatility mean-reversion scoreMaximum drawdown (multi-horizon)Drawdown recovery timePain index & ulcer indexCapital preservation scoreVaR/CVaR calculationsTransaction cost-adjusted metricsPortfolioPortfolio BuilderMean-variance optimizationEfficient FrontierPortfolio OptimizationVolatility-Aware Portfolio OptimizationCluster-Based Portfolio ConstructionSector-Aware Portfolio OptimizationBlack-Litterman Asset Allocation ModelStock Clustering (ML)Risk parity portfoliosHierarchical risk parityMinimum drawdown portfoliosCVaR-optimized portfoliosVolatility-targeted portfoliosFactor-neutral portfoliosTax-aware optimization (India)Threshold-based rebalancingTax-loss harvesting logicTransaction cost minimizationAsset Correlation AnalysisPortfolio CorrelationPortfolio AutocorrelationPortfolio CointegrationRolling correlation analysisConditional correlationCorrelation breakdown by regimeCorrelation stability scoreFactor heatmapsRisk decomposition mapsFactor exposure analysisFactor attributionFactor regressionFactor loadings analysisFactor rotationValue composite scoreQuality composite scoreGrowth composite scoreStability composite scoreCapital efficiency scoreBalance sheet strength scoreEarnings consistency scoreCash flow reliability scoreOperating leverage scoreBusiness reinvestment quality scoreUser-defined factor formulasSector-neutral factor normalizationFactor persistence analysisVolatility Forecasting (GARCH/EGARCH/EWMA)Total risk decompositionSystematic vs idiosyncratic riskRolling beta (multi-index)Downside beta & tail betaSector beta & factor beta exposureStress beta (crisis regimes)GARCH-based volatility forecastVolatility clustering scoreVolatility mean-reversion scoreMaximum drawdown (multi-horizon)Drawdown recovery timePain index & ulcer indexCapital preservation scoreVaR/CVaR calculationsTransaction cost-adjusted metricsPortfolioPortfolio BuilderMean-variance optimizationEfficient FrontierPortfolio OptimizationVolatility-Aware Portfolio OptimizationCluster-Based Portfolio ConstructionSector-Aware Portfolio OptimizationBlack-Litterman Asset Allocation ModelStock Clustering (ML)Risk parity portfoliosHierarchical risk parityMinimum drawdown portfoliosCVaR-optimized portfoliosVolatility-targeted portfoliosFactor-neutral portfoliosTax-aware optimization (India)Threshold-based rebalancingTax-loss harvesting logicTransaction cost minimizationAsset Correlation AnalysisPortfolio CorrelationPortfolio AutocorrelationPortfolio CointegrationRolling correlation analysisConditional correlationCorrelation breakdown by regimeCorrelation stability scoreFactor heatmapsRisk decomposition mapsFactor exposure analysisFactor attributionFactor regressionFactor loadings analysisFactor rotation
Factor timingFactor crowding analysisStyle drift visualizersExposure treemapsFactor performance attributionMulti-factor modelsFactor risk decompositionHybrid Forecasting (ARIMA + GARCH)ARIMA modelingGARCH volatility forecastingVector autoregression (VAR)State space modelsSpectral analysisWavelet decompositionTrend decompositionSeasonality analysisStructural break detectionUnit root testsCointegration testingForecast accuracy metricsPairs Trading DashboardPairs Trading BacktestPairs identificationCointegration-based pairsDistance-based pairsHedge ratio calculationSpread analysisZ-score signalsHalf-life estimationPortfolio of pairsTransaction cost analysisBrinson attributionFactor-based attributionSector attributionSecurity-level attributionInteraction effectsAttribution waterfallsRolling attributionMulti-period attributionRisk-adjusted attributionContribution analysisRegime identificationHidden Markov modelsRegime transition probabilitiesRegime timelinesVolatility regime classificationTrend vs mean-reversion detectionBull vs bear market detectionRegime-conditional strategiesRegime persistence analysisEarly regime change signalsSector rotation analysisSector momentumSector correlation matrixIndustry relative strengthSector valuation analysisSector risk decompositionCross-sector factor exposureSector allocation optimizationIndustry concentration metricsSector timing signalsBacktesting EnginePairs Trading BacktestRegime-Adaptive BacktestFactor timingFactor crowding analysisStyle drift visualizersExposure treemapsFactor performance attributionMulti-factor modelsFactor risk decompositionHybrid Forecasting (ARIMA + GARCH)ARIMA modelingGARCH volatility forecastingVector autoregression (VAR)State space modelsSpectral analysisWavelet decompositionTrend decompositionSeasonality analysisStructural break detectionUnit root testsCointegration testingForecast accuracy metricsPairs Trading DashboardPairs Trading BacktestPairs identificationCointegration-based pairsDistance-based pairsHedge ratio calculationSpread analysisZ-score signalsHalf-life estimationPortfolio of pairsTransaction cost analysisBrinson attributionFactor-based attributionSector attributionSecurity-level attributionInteraction effectsAttribution waterfallsRolling attributionMulti-period attributionRisk-adjusted attributionContribution analysisRegime identificationHidden Markov modelsRegime transition probabilitiesRegime timelinesVolatility regime classificationTrend vs mean-reversion detectionBull vs bear market detectionRegime-conditional strategiesRegime persistence analysisEarly regime change signalsSector rotation analysisSector momentumSector correlation matrixIndustry relative strengthSector valuation analysisSector risk decompositionCross-sector factor exposureSector allocation optimizationIndustry concentration metricsSector timing signalsBacktesting EnginePairs Trading BacktestRegime-Adaptive Backtest
Factor-Based BacktestMonte Carlo SimulationFinancial Goals Monte CarloTechnical signal backtesting (SMA, EMA, RSI, MACD, Bollinger)Multi-signal combination (AND / OR / majority)Momentum & mean-reversion signalsSurvivorship-bias free dataPoint-in-time fundamentalsLook-ahead bias protectionCorporate action adjustmentsLiquidity-aware executionSlippage modeling (India-specific)Market impact approximationCircuit breaker simulationMulti-horizon backtestsWalk-forward analysisMonte Carlo bootstrappingStress-scenario replayRegime-conditioned backtestsCapacity analysisEquity curves & rolling CAGRAttribution by factor/sector/stockAlpha decay analysisStock Clustering (ML)Anomaly-Based Trading SignalsAnomaly DetectionSimilarity SearchReturn Prediction ModelsFeature Importance AnalysisRegime Discovery (HMM/GMM)Peer Group Auto-DetectionRank-Based Scoring ModelsProbabilistic ForecastsEnsemble ModelsSHAP-based InterpretationModel Confidence ScoringBid-ask spread analyticsSpread stability scoreDepth-weighted liquidity scoreVolume concentration metricsTrade size distributionOrder imbalance detectionLiquidity stress scoreMarket impact coefficientExecution quality scoreLiquidity regime classificationSlippage probability bandsPrice impact asymmetryOptions-adjusted riskImplied vs realized vol spreadVolatility risk premiumSkew dynamicsTerm structure analysisPut-call open interest balanceDelta-neutral screeningHedging pressure zonesMax pain dynamicsMargin utilization modelingAssignment risk scoringEvent-driven IV shiftsRoll-down yield analysisGreeks-aware portfolio impactFactor-Based BacktestMonte Carlo SimulationFinancial Goals Monte CarloTechnical signal backtesting (SMA, EMA, RSI, MACD, Bollinger)Multi-signal combination (AND / OR / majority)Momentum & mean-reversion signalsSurvivorship-bias free dataPoint-in-time fundamentalsLook-ahead bias protectionCorporate action adjustmentsLiquidity-aware executionSlippage modeling (India-specific)Market impact approximationCircuit breaker simulationMulti-horizon backtestsWalk-forward analysisMonte Carlo bootstrappingStress-scenario replayRegime-conditioned backtestsCapacity analysisEquity curves & rolling CAGRAttribution by factor/sector/stockAlpha decay analysisStock Clustering (ML)Anomaly-Based Trading SignalsAnomaly DetectionSimilarity SearchReturn Prediction ModelsFeature Importance AnalysisRegime Discovery (HMM/GMM)Peer Group Auto-DetectionRank-Based Scoring ModelsProbabilistic ForecastsEnsemble ModelsSHAP-based InterpretationModel Confidence ScoringBid-ask spread analyticsSpread stability scoreDepth-weighted liquidity scoreVolume concentration metricsTrade size distributionOrder imbalance detectionLiquidity stress scoreMarket impact coefficientExecution quality scoreLiquidity regime classificationSlippage probability bandsPrice impact asymmetryOptions-adjusted riskImplied vs realized vol spreadVolatility risk premiumSkew dynamicsTerm structure analysisPut-call open interest balanceDelta-neutral screeningHedging pressure zonesMax pain dynamicsMargin utilization modelingAssignment risk scoringEvent-driven IV shiftsRoll-down yield analysisGreeks-aware portfolio impact