About
Quant Data is an independent research project run by one person. It exists because learning to trade quantitatively is mostly a problem of not being able to check anything, and that is a solvable problem.
Quant Data is quantdata.uk, run from Hong Kong. It is not affiliated with quantdata.us, an unrelated product with a similar name. Everything described here refers to the quantdata.uk site and the api.quantdata.uk API.
The idea
If you are learning markets on your own, you can get charts, opinions and courses easily. What you cannot easily get is the thing that would actually teach you: a measured answer. Is today a trend day or does it just feel like one? Does the rule your course repeats hold up over sixteen years? Does volume confirm price, and by how many percentage points?
Quant Data builds those answers into a handful of endpoints and free pages, and shapes them so an AI agent can fetch them mid-conversation. You ask a question in plain language, your agent pulls the number, and you get to compare your own read against something that was measured. That loop is the product.
Why the failures are published
Nearly every number here could have been made bigger. Fit the model on all the data instead of holding years back, pick the best of eleven variants, quote the 20-bar version of a claim instead of the 5-bar one, and 52% becomes 80% without a single lie being told out loud.
So the failures are published in the same place as the wins: the chart patterns that turned out to be a coin flip, the markets where the edge inverts, the pre-registered test on the Asian session that came back NO_GO. A win rate you cannot see the denominator of is worth nothing, and the only way to show you the denominator is to show you everything that was tested. If we ever stop publishing failures, stop trusting the successes.
It also means you can calibrate what you buy. The measured edges here are between 52% and 56%. That is what a genuine edge looks like in one of the most liquid markets on earth. Anyone showing you 90% is measuring something narrow, or is not measuring. How each number was produced is written up, test by test, on the methodology page.
Where the data comes from
Nothing here rests on privileged access. The options figures start from open interest — the count of contracts outstanding at each strike, which the exchanges settle once a day after the close and publish. We fetch those chains, and delayed 5-minute price bars for the intraday endpoints, through a commercial market-data provider. There is no realtime tick feed anywhere in the product, and the options numbers cannot update intraday, because the input they are computed from does not.
Every night a pipeline recomputes max pain and gamma exposure and rebuilds the free max pain and GEX pages from the result. One design decision matters more than it sounds: the backtests, the free pages and the paid API endpoints all import the same calculation code — a single implementation, not three copies. So the numbers documented on Methodology are computed by the same arithmetic as the numbers your agent fetches. There is no separate marketing version of any figure.
Affiliation, plainly
Quant Data is not affiliated with, endorsed by, or connected to Al Brooks or Brooks Trading Course, David Weis or the Weis Wave software, Thomas Bulkowski, any exchange, any broker, any data vendor, or any trading educator.
Their names appear here because their published ideas are what is being tested. The Brooks price- action tradition supplies the event and day-type vocabulary; the Wyckoff and Weis tradition supplies the volume-wave events; Bulkowski's chart-pattern catalogue supplied the detectors that did not work. Testing someone's published claims is commentary and research, and it cuts both ways — sometimes the measurement supports them and sometimes it does not. If you want to learn any of these methods properly, buy the authors' own books and courses. We are not a substitute for them.
Contact
A free API key needs an email address but no login or card; the raw key is delivered only to that inbox. Paid checkout is self-serve on the pricing page. Use the same email at checkout and the free key is upgraded in place. For everything else there is one address: quantdata@quantdata.uk — bug reports, corrections, questions about a key that stopped working, and arguments about the statistics. A real person reads it.
Start with a free API key
No login or card. One email gets a qd_ key with 10 successful calls per UTC day across all four endpoints. Upgrade to $149 a month when you need uninterrupted, batch or unattended access.
Get free API key Buy full API access
Paid access starts with 3 days free after a card is added. The Max Pain and GEX pages stay free and need no key at all.
Questions first? quantdata@quantdata.uk — a person reads it.