QuantRocket vs Reflexivity comparison

Both platforms cover Screeners, Quant, Backtesting, and Data APIs workflows, so you can research those use cases in either tool before digging into the feature differences below.

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

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

QuantRocket differentiates itself with Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca., Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter., and Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets., whereas Reflexivity stands out for Institutional-grade AI research environment with verified data from S&P Global, Refinitiv Datastream, Nasdaq, and Cboe-all included without the need for separate data contracts., Deep Research agent that can write and execute Python, run backtests, generate Excel models, export code and data, and produce publication-ready reports., and Document Intelligence to search and extract from SEC filings, transcripts, presentations, and central bank documents; includes OCR for charts and tables and custom ingestion for proprietary docs..