Globalize your trading

Research and run
quantitative trading strategies
in international markets with
Python and Interactive Brokers

feature icon Watch the Intro Video

See how to run an intraday momentum strategy in QuantRocket, all the way from data collection to backtesting to live trading to performance tracking.

feature icon Expand Your Markets

Most traders focus on the US market — the most competitive market in the world. Yet the US stock market represents less than 50% of global market cap and only 25% of global listings.

Why International?

Escape crowded trades

Academic research shows that market anomalies are more enduring in international markets .

Find the right market

Write your strategy code once and backtest it in numerous countries to find where it works best.

Validate your backtests

A backtest that performs well across several global markets is more robust than one tested on a single market.

Trade around the clock

When the US closes, Asia opens. When Asia closes, Europe opens. Exploit profitable opportunities whenever they occur.

QuantRocket is tailor-made for automated international trading with IB

feature icon Global Data Made Easy

Research without the wrangling

Most quants spend 80% of their time wrangling data and only 20% doing research.
QuantRocket puts a wealth of global market data at your fingertips so you can focus on analysis.

Global end-of-day and intraday historical data from multiple providers


Intraday and end-of-day historical data covering multiple asset classes for over 60 global exchanges.


End-of-day prices for US stocks, including delisted ones, with over 20 years of history.


End-of-day prices for global stocks, including delisted ones, with history back to 2007. (in development, coming soon)

Example Collect historical data for all stocks on the Toronto Stock Exchange

Global real-time market data, powered by Interactive Brokers.
A flexible feature set to unlock its potential, powered by QuantRocket.

Global fundamental data, seamlessly integrated and a snap to use

Sharadar US Fundamentals


Harmonized point-in-time fundamentals for US companies, including delisted ones, with over 20 years of history. Learn more.

Reuters Estimates and Actuals


Analyst estimates and actuals for over 20 metrics, with global coverage and 6 years of history. Includes historical earnings announcement dates. Data provided by Reuters via Interactive Brokers. Learn more.

Reuters Worldwide Fundamentals


Financial statements with over 120 indicators and global coverage. Data provided by Reuters via Interactive Brokers. Learn more.

Earnings Announcement Dates


Forward-looking earnings announcement dates for US and Canadian companies and select European and Asian companies. Data provided by Wall Street Horizon via Interactive Brokers. Learn more.

Shortable Shares and Borrow Fees


Current and historical short sale availability data from Interactive Brokers. Includes number of shortable shares and associated borrow fees. Learn more.

feature icon Choose Your Backtester

One size does NOT fit all

The backtester that's right for you depends on the style of your trading strategies. End of day or intraday? 15 symbols, or 1500? QuantRocket supports two open-source Python backtesters. Or, plug in your own favorite backtester thanks to QuantRocket's modular, microservice architecture.

Moonshot logo Moonshot

Moonshot is QuantRocket's open-source backtester designed for data scientists

  • Based on Pandas, the centerpiece of the Python data science stack
  • Fast, vectorized, multi-strategy backtests
  • Ideal for cross-sectional strategies or screens involving hundreds or thousands of symbols
  • Supports daily or intraday strategies
  • Parameter scans
  • Walk-forward optimization of machine learning strategies
  • Live trading
  • Open source
  • Designed by and for QuantRocket

Zipline logo Zipline

Zipline is the popular open-source backtester that powers Quantopian

  • Event-driven backtests using Python
  • Support for minutely or daily data
  • Large user community
  • Backtest your Quantopian algos on global markets
  • Zipline live trading coming soon

Connect your own

Use the satellite service to connect your favorite backtester to QuantRocket

  • Tell QuantRocket what packages to install
  • Execute your code via the CLI
  • Benefit from QuantRocket's infrastructure and data services
  • Run as many different backtester services as you like

feature icon Track Your Live Trading

Backtesting is only the first step. Once you go live, you need a clear picture of performance to assess whether live trading is mirroring your backtest.

feature icon Deploy With Ease

Run anywhere

Linux, Mac, or Windows. In the cloud or on your laptop. QuantRocket runs anywhere Docker runs.

Connect from anywhere

Control your cloud-based deployment securely from any location using QuantRocket's Jupyter web interface.

Flexible architecture

Use QuantRocket as a standalone end-to-end trading platform, or connect to it from other trading applications to query data, submit orders, or use other components you need.

Your servers, your way

Cloud-based platforms like Quantopian and QuantConnect limit your compute resources and require uploading your secrets to third party servers. QuantRocket's ready-to-use trading infrastructure runs on your servers. Give your hardware as much power as you want, and keep your secrets safe.

feature icon Product Roadmap

More great features are coming soon to QuantRocket

Global, survivorship-bias-free end-of-day price data
Zipline live trading

Road map is subject to change. Order of list does not necessarily represent order of priority. Some features may not be implemented.

Start for free