FactorBench - Build Factor Screens, Backtest Ideas & Create Watchlists
A research workbench for equity investors. Design factor formulas, run point-in-time backtests, and publish reproducible watchlists.
Instant access. No credit card required.
- Multi-factor screener with custom formulas
- Point-in-time backtests (no look-ahead)
- Transparent diagnostics & data provenance
For independent quants, PMs, and serious retail investors
score = z(rank(-pe_ratio)) * 0.5
+ z(rank(roe_ttm)) * 0.3
+ z(rank(momentum_52w)) * 0.2How FactorBench Works
Three simple steps from idea to actionable watchlist
Build Your Screen
Select factors, combine metrics with formulas, and set your ranking criteria
Backtest Your Strategy
Run backtests on point-in-time data with configurable lag to see historical performance
Save & Monitor
Export your selections as watchlists and track them over time
Why Choose FactorBench?
Built for serious investors who demand transparency and rigor
Point-in-Time Rigor
Configurable fundamental lag and pinned price dates ensure no look-ahead bias. Your backtests are trustworthy.
Transparent Data
Every metric reports its source and basis (TTM/MRQ). See survivor counts, weights, and per-factor values for full auditability.
Safe Formula Language
Compose custom metrics with an AST-validated, allow-listed DSL. No eval/exec-just powerful, safe expressions.
What Our Users Say
Trusted by professionals across industries
"FactorBench has transformed how I screen stocks. The point-in-time data ensures no look-ahead bias in my backtests."
Sarah Johnson
Portfolio Manager
"The formula language is powerful yet safe. I can build complex factor combinations and trust the results."
David Chen
Independent Quant
"Finally, a tool that lets me test my investment ideas rigorously without black-box magic."
Maria Rodriguez
Retail Investor
Simple, Transparent Pricing
All paid plans include a 7-day free trial and a 30-day money-back guarantee.
Free
$0
forever
- 5 screens
- 5 watchlists
- 10 saved backtests
- 7-day backtest retention
- Backtest up to 3 years
- Point-in-time data
No credit card required
Starter
$29
per month
- 25 screens
- 25 watchlists
- 100 saved backtests
- 90-day backtest retention
- Backtest up to 7 years
- Export watchlists
7-day free trial · Cancel anytime
Pro
$49
per month
- 100 screens
- 100 watchlists
- 500 saved backtests
- 1-year backtest retention
- Backtest up to 15 years
- Priority support
- Advanced analytics
7-day free trial · Cancel anytime
Ultimate
$99
per month
- 1,000 screens
- 500 watchlists
- 2,000 saved backtests
- Unlimited backtest retention
- Backtest up to 25 years
- Premium support
7-day free trial · Cancel anytime
30-day money-back guarantee. Cancel anytime.
Frequently Asked Questions
What is FactorBench?
FactorBench is a research workbench for equity investors. Build factor screens, backtest ideas on point-in-time data, and turn them into live, reproducible watchlists.
Is there a free plan?
Yes. There is a free screener tier for exploration. Backtesting and advanced analytics are available on paid plans, each with a 7-day free trial.
What data do you use?
We use point-in-time fundamental data with configurable lag to avoid look-ahead bias. All metrics report their source and basis (TTM/MRQ) for transparency. See the FAQ for details.
Can I cancel anytime?
Yes. All paid plans include a 7-day free trial. You can cancel anytime during or after the trial period with no penalties.
Is my data secure?
Yes. We use bank-level encryption to protect your data. Your screens, backtests, and watchlists remain private to your account.
Ready to Start with FactorBench?
Join independent quants, PMs, and serious retail investors who trust FactorBench for rigorous, transparent research.
No credit card required. 7-day free trial. 30-day money-back guarantee.