VOL. XCIV, NO. 247

★ FINANCIAL TOOLS & SERVICES DIRECTORY ★

PRICE: 5 CENTS

Monday, October 13, 2025

View AmiBrokerView PortfoliosLabBack to Home

Head-to-head

AmiBroker vs PortfoliosLab comparison

Compare pricing, supported platforms, categories, and standout capabilities to decide which tool fits your workflow.

Quick takeaways

AmiBroker adds Data Visualizations, Monte Carlo, and Auto-Trading & Bots coverage that PortfoliosLab skips.

PortfoliosLab includes ETF Screeners, Portfolio, Watchlist, Stock Comparison, ETF Comparison, Factor Exposure, and Financials categories that AmiBroker omits.

AmiBroker highlights: Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore., Walk‑forward testing integrated with optimization; in/out‑of‑sample stats., and Monte Carlo simulation (custom metrics can drive optimization/WF objective)..

PortfoliosLab is known for: Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin., Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date., and Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators..

PortfoliosLab keeps a free entry point that AmiBroker lacks.

AmiBroker logo

AmiBroker

amibroker.com

Windows desktop platform for technical/system research with a fast AFL scripting language, portfolio‑level backtester, walk‑forward testing, Monte Carlo, and extensive optimization. Real‑time capability and instrument coverage depend on the data plug‑ins you use (e.g., IQFeed, eSignal, Interactive Brokers, Norgate Data). Auto‑trading to IB is available via the official interface. Licenses are perpetual with 24 months of updates.

Platforms

Desktop

Pricing

One-time

Quick highlights

  • Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore.
  • Walk‑forward testing integrated with optimization; in/out‑of‑sample stats.
  • Monte Carlo simulation (custom metrics can drive optimization/WF objective).
  • Very fast multi‑threaded optimization with 3D optimization surface visualization.
  • Exploration/Scanner to build custom screeners and reports via AFL.

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PortfoliosLab logo

PortfoliosLab

portfolioslab.com

Portfolio analytics platform with screeners, optimizers, and backtesting. The free tier includes 10 years of data and basic calculations. Plus extends coverage to 40+ years and 200 calculations per month, while Pro unlocks unlimited calculations, 500 holdings per portfolio, CSV import/export, and screener exports. Enterprise offers an API, data-feed integration, and white-labeling. Broker sync is not supported; CSV imports are recommended.

Platforms

Web

Pricing

Free
Subscription

Quick highlights

  • Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin.
  • Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date.
  • Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators.
  • Comprehensive stock, ETF, and mutual fund screeners with sortable columns, filters, and risk-versus-return scatterplots. Screener results export is available on Pro.
  • Factor analysis tools for Alpha and Beta measurement.

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Overlap

Shared focus areas

6 overlaps

Mutual strengths include Quant, Backtesting, and Screeners plus 3 more areas.

Where they differ

AmiBroker

Distinct strengths include:

Data Visualizations
Monte Carlo
Auto-Trading & Bots
  • Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore.
  • Walk‑forward testing integrated with optimization; in/out‑of‑sample stats.
  • Monte Carlo simulation (custom metrics can drive optimization/WF objective).
  • Very fast multi‑threaded optimization with 3D optimization surface visualization.

PortfoliosLab

Distinct strengths include:

ETF Screeners
Portfolio
Watchlist
Stock Comparison
ETF Comparison
Factor Exposure
Financials
  • Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin.
  • Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date.
  • Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators.
  • Comprehensive stock, ETF, and mutual fund screeners with sortable columns, filters, and risk-versus-return scatterplots. Screener results export is available on Pro.

Feature-by-feature breakdown

AttributeAmiBrokerPortfoliosLab
Categories

Which research workflows each platform targets

Shared: Quant, Backtesting, Screeners, Risk Metrics (VaR/ES/Drawdown), Correlation, APIs & SDKs

Unique: Data Visualizations, Monte Carlo, Auto-Trading & Bots

Shared: Quant, Backtesting, Screeners, Risk Metrics (VaR/ES/Drawdown), Correlation, APIs & SDKs

Unique: ETF Screeners, Portfolio, Watchlist, Stock Comparison, ETF Comparison, Factor Exposure, Financials

Asset types

Supported asset classes and universes

Stocks, ETFs, Mutual Funds, Futures, Currencies

Stocks, ETFs, Mutual Funds, Cryptos

Experience levels

Who each product is built for

Intermediate, Advanced

Beginner, Intermediate, Advanced

Platforms

Where you can access the product

Desktop

Web

Pricing

High-level pricing models

One-time

Free, Subscription

Key features

Core capabilities called out by each vendor

Unique

  • Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore.
  • Walk‑forward testing integrated with optimization; in/out‑of‑sample stats.
  • Monte Carlo simulation (custom metrics can drive optimization/WF objective).
  • Very fast multi‑threaded optimization with 3D optimization surface visualization.
  • Exploration/Scanner to build custom screeners and reports via AFL.
  • Rich AFL scripting language for indicators, scans, backtests, and custom metrics; visual debugger.

Unique

  • Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin.
  • Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date.
  • Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators.
  • Comprehensive stock, ETF, and mutual fund screeners with sortable columns, filters, and risk-versus-return scatterplots. Screener results export is available on Pro.
  • Factor analysis tools for Alpha and Beta measurement.
  • Support for both static and transactional portfolios with calendar- or threshold-based rebalancing options.
Tested

Verified by hands-on testing inside Find My Moat

Not yet

Not yet

Editor pick

Featured inside curated shortlists

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Frequently Asked Questions

Which workflows do AmiBroker and PortfoliosLab both support?

Both platforms cover Quant, Backtesting, Screeners, Risk Metrics (VaR/ES/Drawdown), Correlation, and APIs & SDKs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Which tool offers a free plan?

PortfoliosLab offers a free entry point, while AmiBroker requires a paid subscription. Review the pricing table to see how the paid tiers compare.

How can you access AmiBroker and PortfoliosLab?

Both AmiBroker and PortfoliosLab prioritize web or desktop access. Investors wanting a mobile-first workflow may need to rely on responsive web views.

What unique strengths set the two platforms apart?

AmiBroker differentiates itself with Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore., Walk‑forward testing integrated with optimization; in/out‑of‑sample stats., and Monte Carlo simulation (custom metrics can drive optimization/WF objective)., whereas PortfoliosLab stands out for Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin., Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date., and Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators..

Keep exploring

Stay on top of related tools

Browse the categories and profiles that overlap most with this comparison to round out your shortlist.

Recommended tools

These profiles share overlapping coverage with both sides of this matchup.

Curation & Accuracy

This directory blends AI‑assisted discovery with human curation. Entries are reviewed, edited, and organized with the goal of expanding coverage and sharpening quality over time. Your feedback helps steer improvements (because no single human can capture everything all at once).

Details change. Pricing, features, and availability may be incomplete or out of date. Treat listings as a starting point and verify on the provider’s site before making decisions. If you spot an error or a gap, send a quick note and I’ll adjust.