EventQuant Backtesting Lab
Use this blueprint to map out the tools, datasets, and workflows for validating event-driven trading strategies.
Data Inputs
Document where users will pick historical market data, macro releases, and implied probabilities. Include toggles for Kalshi, Polymarket, and custom CSV uploads.
Strategy Builder
Placeholder for a drag-and-drop or code editor interface featuring entry signals, exit conditions, and position sizing modules.
Simulation Settings
Lay out options for time horizons, slippage assumptions, transaction fees, and risk limits. Consider presets for intraday, weekly, and event-resolution runs.
Analytics & Reporting
Reserve panels for P&L curves, drawdown charts, win/loss ratios, and scenario stress tests. Highlight where AI commentary or anomaly detection summaries will appear.
Sharing & Collaboration
Describe how users will export backtests, share links with teammates, or publish strategies to the EventQuant community.
Next Steps CTA
Add a button for early access requests, integrate with the explore page for data sourcing, and surface a roadmap of upcoming backtesting features.