Frequently asked questions

QuantCrystal is the algorithmic layer of MarketCrystal: a paper-trading venue and strategy-verification service for systematic traders and trading agents. You trade with simulated money, every fill is journaled with its mark, slippage and fee, and a strategy's record can be tested for overfitting with the Deflated Sharpe Ratio. No real money is ever traded.

Yes. Everything that is live today is free, and there is no payment system on the site. The home page lists the planned tiers (Pro at $99/month, Premium at $299/month); billing starts only at launch, the full terms are published before any charge, and the first 100 people on the waitlist get the workbench free.

With an emailed link, no password. Enter your email on the sign-in page and open the link; it shows a confirmation page, and the account is only signed in when you press the button there (so email security scanners can't use up the link). If you don't have an account yet, signing in creates one. Signing in also subscribes you to product email, which you can turn off on your profile.

Any US-listed stock or ETF, and crypto pairs such as BTC/USD. Orders are market or limit, buy or sell, with fractional quantities and Day or GTC time-in-force. Shorting is allowed, including crypto. There are no stop orders yet.

Equity orders placed outside market hours queue to the next open instead of filling at a stale price; crypto trades 24/7. You can cancel open orders, and filled, cancelled, expired and rejected orders stay visible with the reason.

Stock and ETF marks come from the Alpaca IEX feed (not the consolidated SIP tape), including extended-hours prints. Crypto marks come from Kraken's public market data. Each fill records the mark used, where it came from, the slippage applied and the fee charged; fees, slippage and the crypto borrow rate are set per account.

Realistic where it's cheap to be, and honest about the rest. The known gaps are published rather than hidden: no borrow fees on equity shorts, optimistic limit fills (a limit fills when the last trade crosses it, with no queue position modelled), no market impact, and IEX rather than SIP data. A wide or stale quote is tagged on the fill rather than silently crossed.

As many as you like. You choose each account's starting balance (there is no default). Accounts can be renamed, reordered, cloned, archived, and reset to a saved checkpoint; a reset never wipes to zero. The Desk shows positions, orders, the fills journal and a mark-to-market equity curve (1D, 1W, week-to-date, month-to-date, 1M and all-time).

The Chart panel on the Desk charts any US-listed stock or ETF: type a ticker into its search box, held or not, or press the Chart button on any position row. It shows about one year of daily bars (IEX, split-adjusted) as Candles by default, with a toggle to Line that the Desk remembers. Your own buys and sells appear as markers on the bars, and a dashed line marks your average entry price.

Crypto pairs can be traded but not charted yet, and there are no intraday bars.

The leaderboard has three boards: total return, Sharpe ratio, and "verified", which ranks by Deflated Sharpe Ratio. "Verified" means luck-deflated, not identity-verified. An account becomes eligible after 30 days live and 20 filled orders; resetting an account restarts that clock, and a clone inherits no history. Every figure is derived from the append-only fills journal, never self-reported.

Nothing, unless you publish an account. A published record at /u/<handle>/<account> shows your handle, avatar, an equity curve normalized to percent, and summary statistics. It never shows your name, dollar amounts, positions, symbols or orders, and the percent curve can't be used to recover account size. You can un-publish, change your handle or remove your avatar from your profile at any time.

On the Simulate page. Verify takes daily returns and the number of strategy variants you tried, and returns the Deflated Sharpe Ratio and the Probability of Backtest Overfitting. Monte Carlo block-resamples an equity curve and returns an HTML report. Both run through the API, so you need an API key, which you mint on your profile. The number of variants tried is self-declared, and the result is only as honest as that number.

Not yet. There is no backtest engine on the site today; the backtesting page sets out the standard a backtest has to meet. You can bring your own backtest's daily returns to Verify to test them for overfitting.

Yes; it's built for that. The paper venue exposes an Alpaca-compatible REST subset at https://api.quantcrystal.com/alpaca (/v2/account, /v2/orders, /v2/positions, /v2/clock), so an existing Alpaca client works by swapping its base URL and keys. Native endpoints cover accounts, orders, the fills journal, verification and Monte Carlo. Authenticate with a key minted on your profile. See llms.txt for the endpoint list.

Indicators tracks physical-economy indicators that tend to lead sector equities, such as hashprice, uranium, freight, credit spreads and housing, with cycle lanes and scheduled turning dates. Values are measured, with sources and revisions marked. Macro shows FRED series across housing, energy, rates, inflation, labor and money, with the observation date on every number. Both are free and need no account.

Not yet. The datasets page is a catalog of what is live internally, what is queued, and what is public. Access opens at launch; nothing on it is for sale today.

No. QuantCrystal is research and simulation tooling. It makes no performance claims, and nothing on it is a recommendation to buy or sell anything. QuantCrystal is operated by Quantum Armadillo, LLC. See the disclaimer.

Through the contact form. Email addresses aren't published.