
Trading intelligence
Turn every execution into structured evidence with journal analytics, expectancy, streaks, and session breakdowns.
QuantFlow brings your trades, risk, macro data, and quantitative research into one focused decision system.
Every part of QuantFlow works together in one place.

Turn every execution into structured evidence with journal analytics, expectancy, streaks, and session breakdowns.

Track liquidity, economic releases, and the market regime around each decision — in one research workspace.

Explore risk metrics, test hypotheses, and use an AI research assistant without leaving your workflow.
QuantFlow’s research layer includes L_net — a net-liquidity framework designed to study market drawdowns and asymmetric risk, not just average returns.
Open Quant LabFed balance sheet
Treasury cash
Reverse repo
An original empirical framework testing whether Federal Reserve net liquidity contains information about downside risk in the Nasdaq 100.
A comparative working paper examining equity-market depth, trading activity, investor access, and the institutional conditions surrounding market development.
Trading records, macro context, risk controls, and quantitative models in one connected workspace.
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