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QuantBros Backtest

Honest backtesting for Indian markets

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Backtest Python trading strategies on historical NSE data with an Indian trading calendar, realistic brokerage and statutory charges, configurable slippage, and 13 strategy templates. Start free with demo data.

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PH · launched Oct 26, 2026 · 1 upvote (top 67%)

Similar launches

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Could you build this?

Partial The backtesting UI, strategy templates, and charge/slippage modelling are standard coding work an AI assistant can produce. The hard part is reliable historical NSE data, which is licensed or costly and not something a vibe coder can generate.

What it would actually take: Use a Python backend (pandas/vectorbt or a custom event loop) with a web frontend and a Postgres or Parquet store for prices. The real obstacles are sourcing clean, adjusted NSE tick or EOD data (corporate actions, splits, delisted symbols) through a vendor or licence, and encoding the exact brokerage, STT, GST, and stamp-duty rules correctly. That requires someone who understands Indian market microstructure and tax rules, plus data-licensing budget.

Competitors

Other products that read as similar to this one : 213 launches clear the similarity bar, closest 8 shown.

Attention rank: #95 of 214 (itself plus its competitors, highest first, normalized so YC and Product Hunt are compared fairly).

Launched 343 days after the earliest competitor.

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