About Quantlab®

Quantitative analysis used to imply tedious programming and maintenance of custom built spreadsheets. Quantlab solves these problems by giving the quantitative analyst a comprehensive and useful framework for financial calculations based on time series data and streaming realtime data. It comes with an extensive library of financial functions and classes, thus making programming fast and easy. Using a simple drag-and-drop technique the analyst creates tables and graphs based on functions written in Qlang. The analyst’s work is saved as a workspace, formatted for the use of other analysts, traders or external customers in the User edition of Quantlab®.

Power of Qlang

Quantlab is powered by our own object oriented programming language Qlang with many unique features making it particularly well suited for quantitative analysis. It compiles into highly efficient machine code and comes with an extensive library of financial functions and classes, thus making programming fast and straightforward.

Quantlab Tutorials

We have gathered some of the most common questions from our users in a series of instructional tutorials to help you get the most out of your Quantlab tool. Also watch some of the inspirational videos to find new ways to solve your analytical problems using Quantlab 101.

The story of how we got started on Quantlab

This journey started having discussions with a customer on how to do
quantitative analysis faster, better and bespoke.

January 1999
Initial version – called TSA – Time Series Analyst – featuring a simple expression based language, a financial instrument library, and the ability to plot curves and graphs.
June 2001
Product renamed Quantlab. Still with an interpreted language. Dynamically typed. Three types; string, number, date. With a C/C++ extension API.

The name "Quantlab" is born.

August 2002
COM API for Excel and revamped C++ API.

Integration of instrument library and user interface complete.

April 2003
Quantlab™ receives trademark in the US and Europe 🎉
May 2005
Major version 2.4 released with extended libraries and realtime connections.
June 2008
Release of Quantlab 3.0

Complete separation of user interface and backend code interpreter.

May 2010
Quantlab’s internal realtime feed IQC (Inter Quantlab Comm server) released.
November 2011
Quantlab now has five types; number, date, string, logical, and object. Support for classes and objects. Multi-curve framework released.
October 2012
Quantlab version 3.1.1300 released.

Major release. Qlang now compiles to machine code using inhouse compiler and optimizer. 64-bit support.

January 2018
Quantlab version 3.1.1600 released.

API support for Python language. Multi-threaded debugger. Parallel computing.

October 2019
Quantlab version 3.1.2000 released. New graphical development UI.
October 2022
Quantlab version 3.1.4000 released. Internal compiler and optimizer replaced by LLVM toolchain.
April 2024
🚀 new site launches
Quantlab is launching its new website, offering users the ability to communicate and access documentation that was previously unavailable.

We are also updating our logo.

Our history

Welcome to our documentation page, with easy-to-understand tutorials for first time users of Quantlab. Learn better from video? Visit our Youtube channel. For the more seasoned user, we recommend our functions library.

1999
Initial version

Initial version – called TSA – Time Series Analyst – featuring a simple expression based language, a financial instrument library, and the ability to plot curves and graphs.

2001
Renamed Quantlab

Product renamed Quantlab. Still with an interpreted language. Dynamically typed. Three
types; string, number, date. With a C/C++ extension API.

2002
Updated API

COM API for Excel and revamped C++ API.

2003
Quantlab™

Quantlab™ receives trademark in the US and Europe

2005
2.4 released

Major version 2.4 released with extended libraries and realtime connections.

2008
Quantlab 3.0

Release of Quantlab 3.0. Qlang language compiles to machine code. Strict typing required.

2010
IQC released

Quantlab’s internal realtime feed IQC (Inter Quantlab Comm server) released.

2011
Support for classes
and objects

Quantlab now has five types; number, date, string, logical, and object. Support for classes
and objects. Multi-curve framework released.

2012
Quantlab version 3.1

Quantlab version 3.1.1300 released.

2018
API support for Python language

Quantlab version 3.1.1600 released. API support for Python language. Multi-threaded debugger. Parallel computing.

2019
New UI

Quantlab version 3.1.2000 released. New graphical development UI.

2022
Version 3.1.4

Quantlab version 3.1.4000 released. Internal compiler and optimizer replaced by LLVM toolchain.