Getting Started
Quant Lab helps you build and test investment strategies for the Korean market (KOSPI/KOSDAQ). No coding required. Just pick your rules, backtest them against history, and see what works.
How It Works
Define Rules
Pick factors like momentum, value, or quality
Rank Stocks
Score every stock based on your factors
Build Portfolio
Hold the highest-ranked stocks
Rebalance
Repeat monthly to stay optimal
Data Sources
Daily OHLCV prices, Adjusted prices for splits/dividends, Trading volume in KRW
Quarterly financials, EPS, BPS, ROE, ROA, Debt ratios, margins
Foreign investor holdings, Institutional trades, Net buying/selling
KOSPI, KOSDAQ indices, Sector indices, Risk-free rates
All data uses point-in-time methodology to prevent look-ahead bias in backtests.
Quick Start
Create Your First Strategy
Build a factor-based strategy in minutes using our no-code wizard
Screen for Stocks
Find investment candidates using multi-factor filters
Explore Factor Library
Understand the factors available for strategy construction
Run a Backtest
Simulate historical performance with realistic costs
Portfolio Optimization
Find optimal weight allocations using mean-variance optimization
Build Custom Factors
Create your own factors using our formula editor
Key Concepts
Factor
A measurable characteristic that explains stock returns. Examples: momentum (price trend), value (cheapness), quality (profitability).
Universe
The set of stocks eligible for your strategy. Typically defined by market (KOSPI/KOSDAQ), market cap, and sector exclusions.
Backtesting
Simulating how a strategy would have performed historically. Uses point-in-time data to avoid look-ahead bias.
Rebalancing
Periodically adjusting portfolio holdings to match target weights. Common frequencies: monthly, quarterly.
Sharpe Ratio
Risk-adjusted return metric. Higher is better. Calculated as (Return - Risk-free rate) / Volatility.
Maximum Drawdown
Largest peak-to-trough decline. Measures worst-case loss scenario.
Foreign Flow
Change in foreign investor ownership. Korea-specific signal that often predicts returns.
Securities Tax
Korean market sell-side tax of 0.23%. Important cost to model in backtests.
Platform Features
4-step wizard: Universe, Factors, Portfolio, Execution. 18+ pre-built factors with custom formula editor.
Point-in-time data, Korean market costs (0.23% tax), performance attribution.
Multi-factor filtering with preset screens. Export or create strategies from results.
Portfolio optimizer, Monte Carlo simulation, sector rotation analysis.