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Quantitative Trading Made Simple

FinLab provides a concise, practical toolkit for quantitative research and backtesting — write strategies, analyze performance, and automate execution with minimal code.

What We Do

  • Download Taiwan & US stock and financial data in one line, with multi-market and multi-frequency alignment.
  • A clean, Pandas-based API that automatically aligns data of different frequencies.
  • Out-of-the-box backtesting and reporting — supports stop-loss, rotation, long/short, and multi-strategy integration.
  • Broker API integration for portfolio management, scheduling, and automated live execution.

Getting Started

  • No installation: Open studio.finlab.tw and describe strategies in plain language to run backtests.
  • AI tool workflow: Install Codex or Claude Desktop first, then ask AI to run npx skills add https://github.com/koreal6803/finlab-ai --skill finlab so it can write strategies and backtest code for you.
  • Advanced Python: Run !pip install finlab in Google Colab or pip install finlab locally; Docker Jupyter is also available.

Our Philosophy

Wrap complexity in simplicity. We hide the tedious data engineering and backtesting details behind an easy-to-use interface, so you can focus on the strategy itself.

Vision

We continuously expand our data, backtesting, visualization, and automation capabilities, combining AI and multi-market support to make quantitative investing more accessible and reliable.