Getting Started
Quantmon helps you build and test investment strategies for the Korean market (KOSPI/KOSDAQ). Get daily RSI signals, AI-powered analysis, and backtest your strategies against history.
Two Ways to Invest
Rank stocks by weighted factor scores (momentum, volatility). Select top N stocks and rebalance monthly/quarterly.
Good for: systematic factor investing
Trade based on RSI signals. Buy when RSI crosses below 30 (oversold), sell when RSI crosses above 70 (overbought).
Good for: mean reversion, technical trading
How Factor Ranking Works
Define Rules
Pick factors like momentum or low volatility
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, Market cap, foreign ownership, Trading volume
Revenue, Operating Income, Net Income, Assets, Liabilities, Equity, Cash Flow statements
PER, PBR, EPS, BPS, Dividend yield, Foreign ownership %
KOSPI, KOSDAQ indices, Sector indices
All data uses point-in-time methodology to prevent look-ahead bias in backtests.
Quick Start
View Today's Signals
See RSI threshold crossings and AI-powered analysis
Create Your First Strategy
Build a factor-based strategy 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
Build Your Watchlist
Track stocks and get personalized signal alerts
Key Concepts
Factor
A measurable characteristic that explains stock returns. Examples: momentum (price trend), value (cheapness), quality (profitability).
RSI (Relative Strength Index)
Momentum oscillator measuring speed of price changes. RSI < 30 indicates oversold (buy signal), RSI > 70 indicates overbought (sell signal).
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.
Securities Tax
Korean market sell-side tax of 0.23%. Important cost to model in backtests.
Platform Features
Daily RSI threshold crossings for all KOSPI/KOSDAQ stocks. Buy signals (RSI < 30), sell signals (RSI > 70).
Claude-powered chat for investment guidance. Knows your watchlist and today's signals.
4-step wizard: Universe, Factors, Portfolio, Execution. 4 implemented factors (momentum 3/6/12M, volatility).
Point-in-time data, Korean market costs (0.23% tax), performance attribution.
Multi-factor filtering with preset screens. Includes ETF screener.
Daily signal digest sent to your Telegram. Includes watchlist alerts.
Implemented Factors
| Factor | Category | Description |
|---|---|---|
| momentum_3m | Momentum | 3-month return (skip last month) |
| momentum_6m | Momentum | 6-month return (skip last month) |
| momentum_12m | Momentum | 12-month return (skip last month) |
| volatility | Risk | Inverse of 60-day rolling std dev |
Value factors (PER, PBR) and quality factors (ROE, ROA) coming soon.