Stochastly is a desktop quantitative research desk for independent traders and quants. Build a strategy visually or in Python, backtest it locally on your own data, then check whether the result survives: walk-forward windows, Monte Carlo, deflated Sharpe ratio and overfitting diagnostics are built into the workflow. What you get - Strategy composer: connect data, signals, risk rules and validation gates as nodes. - Code editor with a built-in assistant that writes and edits custom nodes. - Charts and 3D views to inspect robustness, drawdowns and parameter stability. - Portfolio plan: combine several strategies and recompute allocations. - Exports: a research paper (method, results, disclosures) and strategy code for Python, C++, Pine Script, MQL5, Rust and FASTEXPR. - MCP: drive the desk from your own coding agent. Your data stays on your machine. Windows 10 or 11. Start with 14 days, no card : https://stochastly.com Contact: contact@stochastly.com Stochastly is research software. It does not execute trades and does not provide financial advice.