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Explore the workflow behind building and testing multi-factor investment strategies.

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Deep dives into factors, metrics, and methodology.

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Find quick answers to common questions about QuantAscent.

Pricing
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—
HOW IT WORKS

Multi-factor investing, built systematically.

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

Start Building
See the workflow
Factors
Quality
Momentum
Value
Volatility
Fin. Strength
Strategy Engine
Strategy
Engine
Analytics
Ranked Stocks
Annual Return
Sharpe Ratio
Max 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.

Based on published academic finance research spanning 40+ years. QuantAscent does not endorse any particular factor or strategy.
Used by institutional investors and quant funds worldwide
Each factor can be weighted, combined, and tested
Quality

Companies that convert capital into profit efficiently, with historically steadier earnings.

ROIC · GP/A · Debt/Eq
Momentum

Stocks whose prices have trended upward over the past year, excluding the most recent month.

12–1M Return · % of 52W High · Dist. from 200D MA
Value

Companies trading at a low price relative to their earnings, cash flow, or book value.

FCF Yield · Earnings Yield · EV/EBITDA
Financial Strength

Companies carrying manageable debt with enough cash flow and liquidity to cover it.

Altman Z · Interest Coverage · Debt/Eq
Volatility

Stocks whose prices have moved in a narrower range than the broad market.

Realized Vol · Downside Vol · Beta
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 has historically smoothed the ride.

02

Factors are complementary

Quality and Momentum tend to diverge. Low Volatility holds up in downturns. These differences behave differently across market environments — how you weight them is your choice.

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, build, test, and run systematic investment strategies.

Research

Metric Explorer

See which company traits have historically lined up with better returns, across 120+ measures and thousands of US stocks. Pick your ingredients on evidence, not hunches.

Metric Inspector for TotalShareholderYield: IC, p-value and direction chips with quintile return bars — historical research view

Historical statistical output, shown to illustrate the software. A metric's past relationship to subsequent returns may not persist, and does not predict the return of any individual stock.

Build

Strategy Builder

Stack the traits you care about, decide how much each one counts, and add simple filters like sector or company size. No code, no formulas.

Strategy Builder scoring criteria and filters for an illustrative Tech Quality + Momentum strategy — example, not a recommendation

QuantAscent application screenshot. Values shown are for illustration.

Adapt

Adaptive Strategy Builder

Set the ground rules instead of picking stocks. Each quarter the software re-applies them to fresh data, and nothing changes without your okay. Tested on years of real market history, using only what was knowable at the time and including companies that later failed.

Adaptive Strategy Builder steps: sector chips, the Quality tile with equal weighting, and quarterly re-learn rules

Hypothetical walk-forward record from a QuantAscent development profile — not actual trading results. Simulated on historical data; does not guarantee future results.

Backtest

Performance Report

Run your strategy against 13 years of real market history and see how it would have done, side by side with the S&P 500.

Hypothetical backtest of an illustrative strategy vs its filtered universe and SPY, 2018–2026 — simulated, not actual trading

Hypothetical backtested performance — not actual trading results. Backtests are calculated with the benefit of hindsight and do not guarantee future results.

LIVE

Portfolio & Trades

Connect your Interactive Brokers account and place the trades yourself. Every position, trade, dividend, and tax event is tracked for you automatically.

Holdings screen from the demo portfolio (sample data): NAV and invested tiles, quick order panel, holdings rows

Screenshot from a QuantAscent development account. Account values, positions, and returns are illustrative only. They do not represent a customer account, an actual investment result, or performance you should expect. Any securities shown are examples, not recommendations.

ANALYTICS

Performance Tracking

Watch how your real results compare with what history suggested, so you know whether the strategy is doing what you designed it to do.

Strategy Performance screen from the demo portfolio (sample data): cumulative return chart with legend and performance summary rows

Screenshot from a QuantAscent development account. Account values, positions, and returns are illustrative only. They do not represent a customer account, an actual investment result, or performance you should expect. Any securities shown are examples, not recommendations.

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, Simply Wall St, Stock Rover

BACKTESTING
TOOLS

Portfolio123, QuantConnect

DATA
TERMINALS

Bloomberg, LSEG Workspace, FactSet

CUSTOM CODE

Python or R you write and maintain yourself

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, built from rules and rankings
PARTIAL
Portfolio tools, no strategy builder
FULL
Fully custom,
high maintenance cost
FULL
Connected directly
to factor research

Historical testing

Backtest, attribution, benchmark comparison
PARTIAL
Paid tiers, technical rules only
FULL
Primary strength,
well supported
PARTIAL
Backtests exist, no strategy pipeline
FULL
Powerful but requires
custom build
FULL
Integrated with
strategy construction

Portfolio analysis

Live exposure,
drift, concentration
PARTIAL
Holdings sync, no link to a strategy
FULL
Live strategies with broker sync
FULL
Strong, but
no strategy linkage
FULL
Custom built,
fragile over time
FULL
Tied to the strategy
that created it

Execution & iteration

Rebalancing, scheduling, systematic refinement
NONE
Manual process
required throughout
PARTIAL
Broker automation, no loop back to research
PARTIAL
Order execution, no strategy loop
FULL
Unlimited, but costly
to build and maintain
FULL
Closes the loop back
to research
FULL coverage
PARTIAL coverage
No coverage

Assessments as of September 2026, based on each product's public documentation. Features and pricing change; check each vendor for current capabilities. Product and company names belong to their respective owners.

MORE THAN A STOCK SCANNER
Where the other tools end.
Where this begins.
full partial none
Factor research
QuantAscentfull
Stock screenerspartial
Backtesting toolspartial
Data terminalspartial
Custom code (Python/R)full
Strategy construction
QuantAscentfull
Stock screenersnone
Backtesting toolsfull
Data terminalspartial
Custom code (Python/R)full
Historical testing
QuantAscentfull
Stock screenerspartial
Backtesting toolsfull
Data terminalspartial
Custom code (Python/R)full
Portfolio analysis
QuantAscentfull
Stock screenerspartial
Backtesting toolsfull
Data terminalsfull
Custom code (Python/R)full
Execution & iteration
QuantAscentfull
Stock screenersnone
Backtesting toolspartial
Data terminalspartial
Custom code (Python/R)full

Assessments as of September 2026, based on each product's public documentation. Features and pricing change; check each vendor for current capabilities. Product and company names belong to their respective owners.

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.

Create Free Account
Explore the docs
Comparison chart of hypothetical backtested strategies — simulated results

Hypothetical backtested performance — not actual trading results. Backtests are calculated with the benefit of hindsight and do not guarantee future results.

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

Portfolio management, strategy research, and trade execution for self-directed investors.

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©2026 QuantAscent Technologies LLC. All rights reserved.

QuantAscent Technologies LLC is a software company. It is not a registered investment adviser, broker-dealer, or financial planner, and nothing on this site or in the application is investment, financial, legal, or tax advice, or a recommendation or solicitation to buy, sell, or hold any security. Strategies, screens, and backtests are analytical tools that you select, configure, and act on; they are not tailored to your financial situation, objectives, or risk tolerance. Performance figures shown on this site are hypothetical and backtested unless expressly labeled otherwise; they are not actual trading results and are not a guarantee or prediction of future performance. Investing involves risk, including the possible loss of principal. See our Disclosures, Terms of Service, and Privacy Policy.