We're excited to announce the launch of FactorBench - a fast research workbench for equity investors to build factor screens, backtest ideas, and turn them into live, reproducible watchlists.
What is FactorBench?
FactorBench is a quant-style lab for equities: design factor screens, combine metrics with a safe formula language, and backtest selections on point-in-time data (with configurable fundamental lag to avoid look-ahead). You get transparent provenance for every value, equal/cap-weighted portfolios, and reproducible runs pinned to a common price date-so results are explainable, shareable, and consistent from research to production.
Key Features
- Screens & ranking: Build single- or multi-factor screens for stocks; choose sort direction per factor.
- Custom formulas (DSL): Compose metrics with an AST-validated, allow-listed formula language-no eval/exec.
- Backtests: Select top-X% and weight (equal or cap-weight using price-date shares) to see hypothetical portfolios.
- Point-in-time rigor: Enforces a fundamental lag window and pins runs to a common effective price date to maximize coverage and avoid look-ahead bias.
- Data transparency: Each metric reports its source/basis (e.g., TTM/MRQ), with defensive handling of NaNs and stale shares.
- Diagnostics: See survivor counts, selected tickers, weights, and per-factor values for auditability.
- From research to watchlist: Save screens and export selections for monitoring or downstream workflows.
Who It's For
Independent quants, PMs, and serious retail investors who want a faster path from hypothesis → evidence → actionable list-without black-box magic.
Pricing
- Free: Full screener access with multi-factor ranking. No backtesting.
- Starter ($29/mo): Backtest up to 7 years.
- Pro ($49/mo): Backtest up to 15 years.
- Ultimate ($99/mo): Backtest up to 25 years.
All paid plans include a 7-day free trial. Credit card required for paid plans.
Get Started
Ready to turn your investment ideas into rigorous, transparent research? Sign up now and start with the free screener.