Quant ChartsQuant Charts
/roadmap

Roadmap

Things we want to build, grouped by area. Order does not imply priority and dates are not promised. For shipped features, read /features or the changelog.

16 open entries5 areaslast updated May 9, 2026

Engine

5

Compute envelope and scale.

  • Multi-day strategies

    Hold positions across trading sessions. Run analyses across multi-day spans without artificial cuts.

  • Multi-stream strategies

    Consume more than one data file in a single strategy. Pair instruments, mix TBBO with OHLC, etc.

  • More flexibility and scalability

    Bigger sweeps, deeper parameter spaces, fewer constraints on what the engine can take.

  • Server-side backtests

    Heavy sweeps on rented compute. Desktop launches and visualizes; the server does the work.

  • C++ strategies

    A third strategy language alongside Rust and Python.

Data

4

More native sources, deeper into the order book.

  • Tradovate live data

    Live Tradovate stream into the chart and engine for analysis. Live execution stays out of scope here.

  • Direct Databento hookup

    First-party connector for live and historical Databento data.

  • MBP-10 ingest

    Full L2 order book as a native data type, with strategy and indicator APIs to read it.

  • MBP-10 heatmap

    Depth-of-book heatmap rendering in the chart.

Platform

2

Beyond the desktop window.

  • VS Code extension

    Author strategies in VS Code with full Quant Charts intellisense, push to the desktop app to run.

  • TCP server

    Quant Charts as a network service. External tools drive the app over TCP / WebSocket. Headless mode for fund infra teams.

Analysis & modeling

3

Deeper diagnostics, more modeling primitives.

  • XGBoost support

    Native gradient-boosted trees in the strategy and indicator APIs. Fit, score, and persist models from inside a strategy file without leaving the workspace.

  • Hawkes process

    Self-exciting point-process primitives for modeling order-arrival clusters, liquidation cascades, and trade contagion. Calibrate against the tick stream and emit intensity as a tag.

  • Deeper analyzer

    Richer per-trade attribution, regime-conditioned MAE/MFE, drawdown decomposition, and parameter-stability scoring beyond the current scatter and equity surfaces.

Trading

2

When the risk controls are right.

  • Live algorithmic trading

    Real broker, real fills. Today the engine is research-only by design; live trading lands when the risk controls are right.

  • Arbitrage strategies

    Simultaneous multi-instrument execution. Builds on multi-stream and live trading.

Want something added or moved up? Email us or join the Discord. Concrete asks ship faster than abstract ones.