A useful trading rule has defined inputs, a testable portfolio and a record of costs and losses. These guides connect the definitions to published U.S. backtests and to the tools used to reproduce them.
Choose a research task
| Task | Guide | What you can inspect |
|---|---|---|
| Turn an investing idea into a measurable rule | Quant trading | Strategy families, evidence and a U.S. research reading list |
| Specify an algorithm | Algorithmic trading | Signals, portfolio rules, Python and operational checks |
| Backtest a stock or ETF portfolio | Backtesting | Studio workflow, benchmark alignment and validation |
| Compare return with risk | Sharpe ratio | Sharpe calculator, drawdown calculator, Sortino and Calmar |
Start a new test in FinLab Studio, or use the AI-assisted setup guide to install the FinLab skill in a compatible agent. The quant glossary explains the metrics; the U.S. research collection supplies downloadable code and results.
For education and research only. This is not investment advice. Historical performance does not guarantee future results.