> ## Documentation Index
> Fetch the complete documentation index at: https://docs.quantspace.limex.pro/llms.txt
> Use this file to discover all available pages before exploring further.

# Introduction

> QuantLab — quant research for equities, in your IDE

## What is QuantLab?

**QuantLab** is an MCP server you add to your AI coding environment (Cursor, Claude Code, and similar clients). Once it is connected, you can ask for quantitative equity research in ordinary language: pull market data, explore ideas, run backtests and stress tests, compare portfolio constructions, and look at performance and risk metrics — without assembling a separate research stack for each step.

Details on how to attach the server live in [Quickstart](/quickstart). From there, [Example prompts](/best-practices) show how people typically talk to it.

***

## Why use it

<CardGroup cols={2}>
  <Card title="One place for the loop" icon="layer-group">
    Data, experiments, backtests, stress scenarios, and reporting stay in the same conversation instead of jumping across disconnected tools.
  </Card>

  <Card title="See the data yourself" icon="chart-line">
    Download market history, open the results, and inspect charts and numbers with your own eyes — not only a model’s summary.
  </Card>

  <Card title="Iterate freely" icon="sliders">
    Change tickers, dates, methods, and hyperparameters; rerun what matters. Independent experiments can run in parallel when you want to compare many setups at once.
  </Card>

  <Card title="From research to something you can ship" icon="rocket">
    Combine QuantLab runs with your local code and notebooks, lock in what works, and carry the strategy forward toward deployment.
  </Card>
</CardGroup>