# QuantZ

> A browser-based charting, screening and backtesting terminal on its own data stack. It describes what a chart shows; it does not recommend securities, does not claim an edge over holding an instrument, and does not place orders. Everything a user does with money inside it is paper trading.

QuantZ is not a registered investment adviser. Every page is impersonal information for educational purposes: not investment advice, not a recommendation to buy or sell any security, and not tailored to anyone's circumstances.

## What it is

- [Terminal](https://quantz.online/terminal): charts with a registry of indicators, drawing tools, candlestick and chart-formation detection, bar replay, and an Analysis panel that reads the chart in words. Works signed out on public market data.
- [Screener](https://quantz.online/screener): plain-English or explicit bounds over our own stored daily bars; every filter it did not enforce is reported back as ignored.
- [Risk toolkit](https://quantz.online/risk): position size and R-multiples from numbers you type. Deliberately has no symbol field.
- [Pricing](https://quantz.online/pricing): free tier and paid plans.

## What it refuses

- No buy, sell, hold, targets or entries. The rendered interface is linted for advice vocabulary, and the copilot's action allowlist has no order-related verb.
- No claim of beating the market and no claim about future returns. Our own research campaign was held to a bar sealed before the run, and its census — the bar and the counts — is published at [/docs/refusals](https://quantz.online/docs/refusals).
- No prediction. Indicators, candlestick shapes and formations describe bars that have already printed, and every documentation page says so.
- No number without its source. Each data-bearing surface names the vendor that served it and whether the value was live, delayed, stale or simulated.

## Free evidence tools

- [Overfitting auditor](https://quantz.online/audit): paste an equity curve and the number of variants you tried; get the Deflated Sharpe Ratio, the no-skill benchmark, the history needed, and the probability of backtest overfitting. Runs in the browser; nothing leaves it.
- [Live-forward divergence](https://quantz.online/forward): the expectation envelope, and the arithmetic that makes tracking error the monitor rather than a returns CUSUM.
- [Honest leaderboard](https://quantz.online/leaderboard): ranked on the deflated number, trial count printed beside every row, unrankable without one.

## Documentation

- [Docs index](https://quantz.online/docs): getting started, charting, screener, alerts, Strategy Lab, data provenance.
- [Indicators](https://quantz.online/docs/indicators): one page per registry indicator — what it computes, its inputs, what it assumes, whether and when a drawn value can change, and what lies outside its inputs. Rendered from the registry, never retyped.
- [Candlestick shapes and chart formations](https://quantz.online/docs/patterns): the definition, the ratio rules the detector applies with the values it ships with, whether a prior trend is required, and the statement that no shape is claimed to have predictive value.
- [Selectivity census](https://quantz.online/docs/refusals): the research campaign's pre-registered bar and its counts, with the two limitations declared beside the verdicts. No symbol.
- [Agents](https://quantz.online/docs/agents): the read-only agent contract as a document — tool inputs, outputs, provenance fields and refusal conditions, each marked live or behind a flag.
- [Glossary](https://quantz.online/docs/glossary): every term written out in full, with what each one cannot tell you.
- [Momentum Score](https://quantz.online/docs/momentum-score): the exact formula, its two inputs, and its cadence — a description of today, by definition.
- [Technical Signal bands](https://quantz.online/docs/technical-signal): the posture bands and the two band sets that exist.
- [Screener vocabulary](https://quantz.online/docs/screener): every filter, and what the screener cannot do.

## Data policy

- Market data is routed through named vendors in a fixed order and stored in our own time-series database; the vendor that served each value is named on screen and in API payloads.
- Licensed vendor rows are not redistributed beyond the display boundary the licence allows. Public-domain filings (SEC EDGAR) are served to anyone and cited by accession number.
- Analytics are first party: events go to our own database, identified by a random client id the visitor can clear. No third-party analytics domain is loaded.
- Paper trading only. No broker connection exists on the user's side.
- Machine-readable index of pages: [sitemap.xml](https://quantz.online/sitemap.xml). Crawl rules: [robots.txt](https://quantz.online/robots.txt).

## Legal

- [Terms](https://quantz.online/terms)
- [Privacy](https://quantz.online/privacy)