Good fit if
Backtest, compare, validate, and paper-track ideas before risking capital.
Systematic trading workspace
Backtest an idea, compare it against alternatives, and paper-track only the survivors.
Research software for self-directed traders — from first backtest to forward paper evidence, before any live execution decision.
15+
Built-in strategies
OOS
Holdout diagnostics
WF
Walk-forward checks
FWD
Paper scoreboards only
Fit
Clear fit beats broad positioning.
Use the FAQ and Methodology to verify fit, plan boundaries, and where the product stops.
Not for you if
You need broker routing, bot automation, or a blank-slate quant stack.
Pro adds when it matters
Extended symbols, weighted benchmarks, sharing, and deeper diagnostics.
Start Here
Start from the job, not the feature list.
Open the no-login demo, then use the guide only when you want deeper operating rules.
Build or choose the idea
Research trading ideas before you trust them. Start with built-in strategies or shape a bounded idea in Studio.
Kill weak candidates early
Use backtest and compare to reject setups that fail after costs, validation, or benchmark context.
Track survivors forward
Move surviving ideas into paper tracking and scoreboards for forward evidence.
Audience Paths
Choose the workflow that matches the real job.
These paths carry context into pricing, use cases, and first-run onboarding so the product starts from the user job instead of the menu.
Discretionary trader
Best when you already have chart-driven ideas and need a governed way to reject weak setups before capital is at risk.
Retail quant
Best when you compare strategy families, validation reads, and benchmark-relative interpretation rather than running one isolated backtest.
Portfolio-minded
Best when the main job is benchmark fit, forward paper discipline, and portfolio context instead of isolated trade ideas.
Public Artifacts
Inspect examples before signup.
Public artifacts show what Alphrex attaches to a result: validation, benchmark context, and the next research action. They are backtest or paper evidence, not live audited performance.
SPY RSI(3) Pullback
Backtest report · Friction-aware mean reversion still clears holdout and benchmark-relative checks.
Backtest report · SPY · Retail quant
QQQ Trend Filter Review
Compare review · Donchian survives after MACD and TSMOM are forced through the same benchmark-aware window.
Compare review · QQQ · Discretionary trader
Balanced Tactical Portfolio
Portfolio review · Forward sleeve mix judged against a factor-matched 60/40 reference with concentration and alert context intact.
Portfolio review · 60/40-style benchmark · Portfolio-minded
Positioning
Why Alphrex instead of the usual adjacent tools.
Read the FAQ and Methodology if you want the explicit boundary between research, diagnostics, and live execution.
Instead of charting-first platforms
Choose Alphrex when you want validation, benchmark-aware interpretation, and a forward paper loop around the idea.
Instead of no-code automation apps
Stay here when the job is research, diagnostics, and paper evidence before any live-routing story begins.
Instead of quant infrastructure stacks
Trade infrastructure breadth for a tighter workflow, clearer trust boundaries, and less setup friction.
FAQ
Frequently asked questions.
Keep the landing compact, then use the full FAQ for plan boundaries, ticker coverage, and Research Lab policy.
What is Alphrex?
A systematic trading research platform with backtests, comparison, bounded research, signals, and forward paper tracking.
Who is Alphrex for?
Self-directed traders and retail quants who want a more disciplined workflow than charting-only tools.
What changes with Pro?
Free keeps the core research loop usable. Pro adds extended best-effort ticker coverage, weighted benchmark baskets, public sharing, and deeper interpretation layers.
Open beta
Create a free workspace and run the first test.
Alphrex is open for free registration. Use the Guide if you want the workflow map, or create an account and take one strategy through backtest, compare, and paper tracking.