Built for traders who want real edges
EdgeFinder is an institutional-grade backtesting and strategy development platform. We replace weeks of Python scripting with minutes of point-and-click strategy testing.
Our mission
Quantitative trading tools used to be locked behind seven-figure Bloomberg terminals and hedge fund infrastructure. EdgeFinder gives the same backtesting, indicator library, and risk analytics to anyone willing to learn the workflow.
We focus on accuracy of execution simulation, depth of historical data, and clarity of risk metrics, not gamification or social features.
What we believe
Backtests should reflect reality
Real fills, real slippage, real fees. We model order types, liquidity, and tick data so backtests are a useful signal, not a fantasy.
Indicators are the foundation, not the strategy
200+ indicators is table stakes. What matters is how you combine, validate, and stress-test them. Our strategy builder is designed around composition, not single-signal alerts.
Risk is the only thing that matters long-term
Returns get attention; risk metrics decide outcomes. Every backtest shows Sharpe, Sortino, max drawdown, time underwater, and Monte Carlo confidence bands.
Honest data, honest pricing
No fake testimonials, no dark patterns, no synthetic AUM numbers. Pricing is transparent and you can leave any time.
Built by
Logan Lisowski
Rollins College '26, BA International Business. EdgeFinder is part of a portfolio of finance, AI, and analytics applications. Background in quantitative analysis and full-stack engineering.