One API call. 23 signal types. Monte Carlo stress testing. Under 2 seconds.
Built at TUM & backed by institutional quant research
One POST request. Pick your strategy, universe, and date range. Get structured JSON back with equity curve, trade log, and full analytics.
curl -X POST /v1/backtest -d '{"strategy": "RSI < 30"}'
Any agent framework — Claude, GPT, Codex — can call Vynn as a tool. Natural language in, quant analytics out. No human in the loop.
tools:
- name: vynn_backtest
url: https://the-vynn.com/v1
curl -X POST https://the-vynn.com/v1/backtest -H "Content-Type: application/json" -d '{ "strategy": "Buy when RSI(14) < 30, sell RSI > 70", "universe": ["AAPL", "MSFT", "GOOGL"], "period_start": "2023-01-01", "period_end": "2024-01-01" }' # sharpe_ratio 1.82 # total_return 24.7% # max_drawdown -8.3% # 47 trades, full equity curve
RSI, MACD, SMA crossovers, Bollinger squeezes, Donchian breakouts, momentum scoring, composite factors. 23 signal types parsed from plain English.
Bidirectional trading with inverted stops. Pairs trading with Engle-Granger cointegration, z-score signals, and Ornstein-Uhlenbeck half-life estimation.
Conditional strategies that switch between momentum and mean reversion based on SMA200 trend and volatility regime detection.
Bootstrap 500+ return paths. VaR, CVaR, probability of ruin. Pre-built scenarios for 2008 crisis, COVID crash, and AI flash crash.
Track information coefficient decay as AI adoption grows. Detect factor crowding against Fama-French 5. Know when your edge is disappearing.
Factor attribution, walk-forward validation, statistical significance, transaction cost modeling, market impact analysis. All structured JSON.
Free tier. No credit card. Start backtesting in 30 seconds.