VOL. XCIV, NO. 247

★ FINANCIAL TOOLS & SERVICES DIRECTORY ★

PRICE: 5 CENTS

Saturday, September 27, 2025

Investors comparing MarketInOut and PortfoliosLab will find that Both MarketInOut and PortfoliosLab concentrate on Screeners, Backtesting, and Watchlist workflows, making them natural alternatives for similar investment research jobs. MarketInOut leans into Alerts, which can be decisive for teams that need depth over breadth. PortfoliosLab stands out with ETF Screeners, Stock Comparison, and ETF Comparison that the competition lacks. Use the feature-by-feature table to inspect unique capabilities and confirm which roadmap best maps to your process.

Head-to-head

MarketInOut vs PortfoliosLab

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

Quick takeaways

  • MarketInOut adds Alerts coverage that PortfoliosLab skips.
  • PortfoliosLab includes ETF Screeners, Stock Comparison, ETF Comparison, Risk Metrics (VaR/ES/Drawdown), Factor Exposure, Quant, and Financials categories that MarketInOut omits.
  • MarketInOut highlights: Multi-market stock screener covering 35+ exchanges, with both technical and fundamental criteria. Filters can be applied by exchange, sector, industry, index, or watchlist. Timeframes include hourly, daily, weekly, and monthly, with per-stock Excel exports., Intraday timeframes (5m/15m/30m/1h/4h) are available for IEX, Forex, and Crypto. Extended-hours trading is not supported., and Formula Screener allows custom queries with AND/OR/NOT logic, multi-timeframe conditions, historical/range screening, index and ticker references, and regime filters..
  • 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..
MarketInOut logo

MarketInOut

marketinout.com

Screener and backtesting platform with one-time memberships (6-month, 1-year, or 2-year). A limited free tier is available, but some results and features are gated. Supports near real-time data for U.S. equities, TSX, Forex, and Crypto; other exchanges are delayed by 15 minutes. Intraday periods are available for IEX, Forex, and Crypto only; extended-hours data is not supported. API access for screener data can be requested separately. Discounts are offered for crypto payments.

Platforms

Web

Pricing

Free
One-time

Quick highlights

  • Multi-market stock screener covering 35+ exchanges, with both technical and fundamental criteria. Filters can be applied by exchange, sector, industry, index, or watchlist. Timeframes include hourly, daily, weekly, and monthly, with per-stock Excel exports.
  • Intraday timeframes (5m/15m/30m/1h/4h) are available for IEX, Forex, and Crypto. Extended-hours trading is not supported.
  • Formula Screener allows custom queries with AND/OR/NOT logic, multi-timeframe conditions, historical/range screening, index and ticker references, and regime filters.
  • Email or Telegram alerts for screener matches, with scheduled delivery options. SMS delivery is not guaranteed.
  • Strategy Backtester supports entry/exit rules, stop-loss/take-profit, and position maintenance. Data is survivorship-bias-free (includes delisted stocks).
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.

Shared focus areas

Both platforms align on these research themes, so you can stay within one workflow when your use case involves them.

Where they differ

MarketInOut

Distinct strengths include:

  • Multi-market stock screener covering 35+ exchanges, with both technical and fundamental criteria. Filters can be applied by exchange, sector, industry, index, or watchlist. Timeframes include hourly, daily, weekly, and monthly, with per-stock Excel exports.
  • Intraday timeframes (5m/15m/30m/1h/4h) are available for IEX, Forex, and Crypto. Extended-hours trading is not supported.
  • Formula Screener allows custom queries with AND/OR/NOT logic, multi-timeframe conditions, historical/range screening, index and ticker references, and regime filters.
  • Email or Telegram alerts for screener matches, with scheduled delivery options. SMS delivery is not guaranteed.

PortfoliosLab

Distinct strengths include:

  • 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

AttributeMarketInOutPortfoliosLab
Categories

Which research workflows each platform targets

Shared: Screeners, Backtesting, Watchlist, Portfolio, Correlation, APIs & SDKs

Unique: Alerts

Shared: Screeners, Backtesting, Watchlist, Portfolio, Correlation, APIs & SDKs

Unique: ETF Screeners, Stock Comparison, ETF Comparison, Risk Metrics (VaR/ES/Drawdown), Factor Exposure, Quant, Financials

Asset types

Supported asset classes and universes

Stocks, ETFs, Currencies, Cryptos

Stocks, ETFs, Mutual Funds, Cryptos

Experience levels

Who each product is built for

Beginner, Intermediate, Advanced

Beginner, Intermediate, Advanced

Platforms

Where you can access the product

Web

Web

Pricing

High-level pricing models

Free, One-time

Free, Subscription

Key features

Core capabilities called out by each vendor

Unique

  • Multi-market stock screener covering 35+ exchanges, with both technical and fundamental criteria. Filters can be applied by exchange, sector, industry, index, or watchlist. Timeframes include hourly, daily, weekly, and monthly, with per-stock Excel exports.
  • Intraday timeframes (5m/15m/30m/1h/4h) are available for IEX, Forex, and Crypto. Extended-hours trading is not supported.
  • Formula Screener allows custom queries with AND/OR/NOT logic, multi-timeframe conditions, historical/range screening, index and ticker references, and regime filters.
  • Email or Telegram alerts for screener matches, with scheduled delivery options. SMS delivery is not guaranteed.
  • Strategy Backtester supports entry/exit rules, stop-loss/take-profit, and position maintenance. Data is survivorship-bias-free (includes delisted stocks).
  • Portfolio tracker with unlimited portfolios, intra-day last prices, daily P/L, and simple paper-trading views. Positions can be added directly from screener results.

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 MarketInOut and PortfoliosLab both support?

Both platforms cover Screeners, Backtesting, Watchlist, Portfolio, Correlation, and APIs & SDKs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Do MarketInOut and PortfoliosLab require subscriptions?

Both MarketInOut and PortfoliosLab keep freemium access with optional paid upgrades, so you can trial each platform before committing.

How can you access MarketInOut and PortfoliosLab?

Both MarketInOut 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?

MarketInOut differentiates itself with Multi-market stock screener covering 35+ exchanges, with both technical and fundamental criteria. Filters can be applied by exchange, sector, industry, index, or watchlist. Timeframes include hourly, daily, weekly, and monthly, with per-stock Excel exports., Intraday timeframes (5m/15m/30m/1h/4h) are available for IEX, Forex, and Crypto. Extended-hours trading is not supported., and Formula Screener allows custom queries with AND/OR/NOT logic, multi-timeframe conditions, historical/range screening, index and ticker references, and regime filters., 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..

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.