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MASQuant SDK

MASQuant SDK
Built for Quant Trading Strategy Developers

Skip the framework setup and messy data sources — run a complete strategy backtest within 10 minutes using just a few lines of Python code.

Integrates with the APIs of all MT5-compatible brokers
Provides a variety of example strategy modules
Efficient backtest data processor
Python script using the MASQuant SDK and the generated reports folder
Switch the same code freely between demo and live trading
Automatically generates KPI performance reports and dynamic buy/sell point charts
Seamlessly integrates the MASQuant platform with brokers' live trading API modules
Core Features

MASQuant SDK Features

API & Developer Tools

No tedious framework or environment setup: just install a single package, then load data, validate strategies and export results through a simple API.

API & Developer Tools

Built-in performance metrics such as the Sharpe ratio, maximum drawdown and annualized return, plus automatically generated visual reports, help you quickly understand a strategy’s performance and risk profile.

MASQuant SDK sample script in VS Code

Automatically exports backtest reports and charts, including every trade record, the daily equity curve and summary statistics, so strategy performance is clear at a glance and easy to compare and optimize.

Lightweight One-Click Tool
Modular Performance Analysis
Complete, Transparent Data
MASQuant SDK

Online Docs & Code Examples

API & Developer Tools

Read the Docs
Backtesting Tool

MASQuant Backtest Report Tool

The MASQuant Backtest Report Tool is built for quant traders. With no need to install Python or extra packages, you can quickly run strategy backtests locally, review full performance reports, and export data, making strategy validation easy.

Download for Windows
Validate every trading strategy under conditions closer to the real market

MASQuant Backtest Engine

Closer to the real market — validate every trading strategy

MASQuant Backtest Engine

MASQuant has a built-in professional backtesting engine that integrates historical data, real-time market data, and demo trading, so you can fully validate a strategy under near-real market conditions before you deploy it.

Unified Trading Architecture
Backtesting and live trading share the same data and execution pipeline, reducing performance gaps after deployment
Closer to the Real Market
The backtest environment accounts for real market friction — spread, slippage, liquidity shifts, and execution latency
Smaller Gap Between Backtesting and Live Trading
No need to rewrite your trading code — strategies move directly from backtesting to demo and live deployment
Iterative Strategy Validation
Test, adjust, and refine strategies repeatedly to build a more stable trading model
Professional Performance Analysis
Get full strategy reports covering trade history, win rate, returns, drawdown, and risk metrics
Built-in Risk Control Model
Monitor and constrain strategy behaviour with maximum drawdown limits, daily exposure caps, leverage and position controls, and abnormal-volatility protection.
MASQuant Backtest Engine

Core Features

Historical Backtesting
Win Rate Analysis
Return Statistics
Maximum Drawdown
Trade History
Visual Reports
KPI Metrics Overview
KPI Metrics Overview
Equity Return Curve
Equity Return Curve
PnL Distribution Analysis
PnL Distribution Analysis
Trade Signal Visualization
Trade Signal Visualization

Data Sources and Security Management

Built on compliance, information security, and transparency, MASQuant is an international quant trading platform that investors, strategy developers, trading teams, and B2B partners can use with peace of mind.

Supports Major Brokers

European and Global Exchange Data Support

MASQuant currently integrates financial market data through the MT5 environment.
Supports major brokers worldwide

Supported Brokers

MASQuant Platform — Supports 90% of Brokers Worldwide

MASQuant Platform —
Supports 90% of Brokers Worldwide

AvaTrade
FXCM
XM
EC Markets
GTCFX
IC Markets Global
GO Markets
ATFX
FP Markets
FXTM
Vantage
VT Markets
Neex
Mitrade
TMGM
OANDA
Exness
Pepperstone
IG
ThinkMarkets
IC Markets
FOREX.com
Swissquote
Ultima Markets
HFM (HotForex)
GKFX Prime
eToro
Dukascopy
FxPro
LMAX Exchange
Tickmill
Yuanta Futures
Capital Futures FX

Supports 90% of brokers worldwide — and many more than we can list here

Supported Markets

Market Types Supported by the MASQuant Platform

The MASQuant SDK connects directly to any MT5-compatible broker environment and can access every instrument that broker offers.

Forex
Precious Metals
Energy
Global Stock Indices
US Stock CFDs
ETF CFDs
Cryptocurrency CFDs
Other Instruments Offered by Your Broker

Enterprise-Grade Security

We use high-standard, enterprise-grade information security: we never trade on your behalf, never transmit sensitive data, and never access your account. Every trade and action is completed under your control.

Personal Data Protection
The platform follows core GDPR principles, applying data minimization, purpose limitation, user rights management, cross-border transfer controls, and vendor security review
Information Security Architecture
MASQuant's security architecture is built around user data protection, strategy asset protection, secure trading connections, access control, and operational traceability
Data Backup and Recovery Mechanism
For data backup, the platform regularly backs up member data, strategy data, backtest reports, subscription records, and MAS Coin usage history, with offsite redundancy, backup encryption, and recovery testing in place

System Requirements

Currently Windows only: MASQuant’s trading features run only on Windows computers. These include downloading strategy execution files, connecting to MT5, setting up automated trading, and executing strategies.

Use a Windows PC for the Following Features

  • Download strategy execution files
  • Connect to the MT5 trading environment
  • Start or stop automated trading strategies
  • Use MASQuant's desktop trading tools
  • Deploy strategies and execute trades
    • Currently Not Supported

  • macOS / Mac computers
  • iPhone / iPad
  • Android phones / tablets
  • Linux. If you're using a Mac, phone, or tablet, you can still browse the MASQuant website and some web content, but you can't currently install the programs needed to execute trades.
    • MASQuant Will Keep Evaluating Support for More Platforms
    To use strategy execution, MT5 connection, and automated trading, you'll need a Windows computer for installation, setup, and operation. The MASQuant team will keep evaluating support for more platforms and will announce separately if macOS or other systems are supported in the future.
    FAQ

    Frequently Asked Questions

    MASQuant SDK FAQ

    What is the MASQuant SDK?
    The MASQuant SDK is MASQuant's Python quantitative trading SDK.

    It provides strategy backtesting, performance analysis, trading signal generation, report export, and MT5 integration — helping developers and trading teams follow a standardized workflow for strategy development, validation, and pre-deployment analysis.
    Are the MASQuant SDK and MASQuant the same product?
    No. MASQuant is the complete platform brand, providing the AI Strategy Assistant, strategy backtesting, strategy management, subscription plans, and strategy deployment services.
    The MASQuant SDK is MASQuant's underlying Python SDK, responsible for strategy logic execution, backtest calculation, performance analysis, data processing, and MT5 integration.

    MASQuant is the platform; the MASQuant SDK is the underlying technology toolkit.
    Can I use the MASQuant SDK if I can't code?
    Yes, though we recommend starting with the official documentation to learn the basics first.

    The MASQuant SDK is a Python SDK aimed primarily at developers and strategy researchers with basic Python skills. That said, it comes with complete documentation that walks you through everything from environment setup and data loading to writing strategies, running backtests, and generating reports.

    You can learn the fundamentals and see example applications on the official documentation site. Even if you're not comfortable with code at first, you can follow the examples step by step to build your own strategy-backtesting workflow.

    If you'd prefer a more intuitive way to work, you can also use the MASQuant platform or MASQuant.Soft to generate, backtest, and deploy strategies through a graphical interface and the AI Strategy Assistant.
    Can the MASQuant SDK integrate with MT5 or place orders directly?
    Yes. The MASQuant SDK can read MT5 instrument data, pull historical candlesticks, generate trading signals, run demo trading tests, and help validate strategies before live deployment.

    Using the MASQuant SDK does not mean the platform trades on your behalf, and it does not constitute discretionary trading, asset management, or investment advisory services.
    Which instruments and data sources does the MASQuant SDK support?
    Primarily supports forex, precious metals, index CFDs, energy CFDs, commodity CFDs, and select stock CFDs within the MT5 broker environment.

    Common instruments include EURUSD, GBPUSD, USDJPY, XAUUSD, XAGUSD, US30, NAS100, SPX500, GER40, USOIL, and UKOIL.

    Actual instrument coverage and available data history depend on your broker's instrument list, data source, and account permissions.
    Will MASQuant SDK backtest results be the same as live trading results?
    It won't be identical to live trading results, but the MASQuant SDK is built to minimize the gap between backtested and real-world outcomes.

    Differences between backtest and live results can arise from spread changes, slippage, execution delay, broker quote variance, insufficient liquidity, trading-session restrictions, fees, overnight interest, historical data quality, and differences in the strategy's execution environment.

    The MASQuant SDK is a tool for strategy development, backtesting, and analysis — it does not provide individualized investment advice and does not guarantee any strategy's future performance. All strategies, signals, backtest reports, and KPI results are provided solely as reference for the user's own judgment and technical analysis.
    Does the MASQuant SDK keep my trading funds, account password, or strategy data?
    Neither the MASQuant SDK nor MASQuant provides fund custody services, and neither handles deposits, withdrawals, or fund transfers. All funds are held by users in their own broker accounts.

    Trading account passwords are never stored in plain text.

    When connecting to MT5 or a broker environment, login credentials are managed by the user; if the system needs to store related information, it does so under encryption.

    Whether strategy data is stored depends on how you use the platform.

    When used locally, strategy data stays on your own computer; if you use MASQuant's cloud features, strategy data may be stored on the platform as needed to support strategy management, backtest records, and license verification.

    About the Backtest Engine

    What is the MASQuant Backtest Engine?
    The MASQuant Backtest Engine validates strategy performance under near-real market conditions before deployment, using historical data, live-market logic, and simulated trading flows.

    It's not just a historical performance readout — it gives you a consistent workflow to manage strategies all the way from generation and backtesting through demo trading, deployment, and performance tracking.
    How is MASQuant backtesting different from just looking at past performance?
    Standard historical performance is mostly a backward-looking snapshot; the MASQuant Backtest Engine instead brings data integration, format conversion, technical-indicator calculation, the trading model, simulated order execution, and simulated fills together in a single framework.

    This lets a strategy be validated, before deployment, in a way that more closely mirrors the real trading process.
    Why should backtesting and live trading use a unified trading architecture?
    When backtesting and live trading use different data-processing methods or different execution pipelines, a strategy can show a performance gap once it goes live.

    MASQuant routes both historical data and live market data through the same data-integration pipeline before format conversion and indicator calculation, narrowing the technical gap between backtest and live trading.
    Will the backtest engine simulate trading behaviour?
    MASQuant's backtest architecture doesn't just simulate price — it also incorporates simulated order execution and fill flows, helping strategy tests more closely mirror real trading execution.

    For the exact fill logic, latency, slippage, and market-friction factors supported, please refer to the product version and official technical documentation.
    What performance metrics can I see in a backtest?
    Backtest performance data currently available includes number of trades, profit/loss ratio, win rate, maximum drawdown, total return, annualized cumulative return, and Sharpe ratio.

    For the exact fields displayed, please refer to the current version's page.
    What does the backtest report contain?
    A backtest report typically includes backtest data, performance metrics, risk metrics, charts, trade history, and a strategy summary.

    This information helps you judge whether a strategy has long-term viability, rather than looking only at a single win or loss.
    How much historical data can I backtest?
    Backtesting currently supports up to five years of historical data.

    The available historical data range depends on the current product version, instrument support, and data source. For the exact backtestable period, please refer to what's shown in the product.
    Can I backtest and optimize a strategy repeatedly?
    Yes. Once a strategy is built, you can backtest it with historical data, then move into demo trading for validation, and only then evaluate whether to deploy it to a live trading environment.

    This creates an iterative strategy-development workflow, letting you repeatedly test, adjust, and compare different strategy versions.
    Do I need to rewrite my trading code to go from backtesting to live deployment?
    MASQuant builds backtesting, demo trading, and live trading on a single unified framework, specifically to reduce rewrite costs and process gaps as a strategy moves from testing to deployment.

    The exact deployment method still depends on the product version, broker environment, and MT5 configuration.
    How can I tell if a strategy is worth deploying?
    At minimum, we recommend weighing all of the following: whether the backtest results are stable, whether the risk falls within an acceptable range, whether the instrument and market conditions match your expectations, whether your capital and risk tolerance are a good fit, and whether you're satisfied with the demo account test results.

    If any of these remain unclear, we recommend holding off on live trading.
    Do backtest results mean I'll definitely make money in the future?
    No, it does not. Historical performance, backtest data, and illustrative results are provided only to help you understand a strategy's logic and risk characteristics — they should not be taken as a guarantee of future performance.

    Real markets remain subject to volatility, liquidity, slippage, broker execution conditions, and other factors beyond anyone's control.
    What is the difference between backtesting and demo trading?
    Backtesting uses historical data to examine how a strategy would have performed under specific past conditions; demo trading, by contrast, lets you get familiar with strategy execution and trading operations in an environment close to live markets.

    The recommended order is: backtest first, then demo trade, and only then evaluate whether to move into live trading.
    What should I do if my backtest doesn't produce results?
    Please first check that your strategy conditions are complete, that the instrument and data range are supported, and that your parameter settings are reasonable.

    If the product interface offers a clear or reset function, you can also reset your strategy conditions and try again. Contact support if needed.