Quantitative Trading Analysis
- Utilities
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Abdeljalil El Kedmiri
Would you like to order a new freelancer job for me (EAs, Excel Template)? : https://www.mql5.com/en/job/new?prefered=trader_rentable - Version: 1.2
- Updated: 24 March 2026
- Activations: 10
Transform your trading from guesswork to data-driven decision making. Experience the power of quantitative analysis used by professional institutions, now accessible to every serious trader.
"In trading, what gets measured gets managed. Start measuring what matters."
50% OFF for a limited period.
This is a complete quantitative analysis toolkit original and copyrighted by the author, for traders who want to deeply understand market behavior, volatility, liquidity, and trading opportunities.
This Excel spreadsheet (with VBA automation) connects seamlessly with MT5 (or any OHLCV data source) and transforms raw data into actionable trading insights, with just a few clicks.
This toolkit embodies the quantitative approach that investment banks teach their first-year analysts. It represents the essential first step in professional trading education - understanding market behavior and risk through data rather than speculation.
Purchase includes all future updates. You can run the utility on 10 different VPS/Computers with each purchase,
Blog Post : https://www.mql5.com/en/blogs/post/764514
Quant Level Indicator : https://www.mql5.com/en/market/product/151184
MQL5 Channel (share updates, analysis and requests) : https://www.mql5.com/en/channels/quantrading
Key Features
1- Multi-Source Data Integration
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Universal Compatibility: Supports any timeframe and market (FX, Indices, Commodities, Crypto)
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MT5 Integration: Direct OHLCV data import from MetaTrader 5
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Flexible Data Sources: Import data from any platform or website
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Recommended Timeframes: H1 for optimal analysis quality
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Automated Distribution Analysis: Instant histogram creation and statistical insights
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Return Calculation: Automatic computation of returns for every candle/bar
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Risk Metrics: Comprehensive volatility, standard deviation, and market behavior insights
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One-Click Reporting: Generate professional analysis in seconds
3- Session Volatility & Strategy Bias
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Session Volatility Analysis: Identify most directional sessions (Bullish/Bearish biases)
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Strategy Recommendations: Breakout vs. Range trading suggestions by session
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Hourly Performance: Pinpoint most profitable and volatile trading hours
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Time-Based Patterns: Best days for long/short bias, strong trend identification
4- Time-based Price Behavior
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Bullish/Bearish tendencies by hour of day.
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Best day of the week for long or short bias.
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Monthly volatility and trend comparison.
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Detects strong trend days vs. quiet days.
5- Volume & Liquidity Analytics
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Broker Volume Integration: Real volume data analysis (where available)
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Liquidity Patterns: Most/least liquid hours and days
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Volume-Price Correlation: Returns analysis by volume levels
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Volume-Volatility Relationship: Market behavior insights through volume analysis
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Dual Methodology Approach: Two proven S/R calculation methods
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Range Division Theory: Mathematical level derivation
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Volume-Weighted Levels: Most tested price zones with volume confirmation
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Free Indicator Integration: Exclusive indicator for MT5 that automatically read and draws levels
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Pattern Recognition: Automated detection of major candlestick formations
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Performance Metrics: Historical success rates and average returns
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Market-Specific Insights: Best patterns for your specific market
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Reversal/Continuation Signals: Pattern-based market direction analysis
8- Summary Analysis
- Get a quick overview of your quantitative performance, including descriptive statistics, distributions, volatility, liquidity, time, and Baie analysis — all in one place.
- Easily compare results across different markets for faster insights and decision-making.
Why Choose This Template?
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Designed by a market professional with years of experience in trading, research, and bank-level financial analysis.
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Makes quantitative methods accessible to both novice and advanced traders.
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Simple, clear tables & charts — no coding required.
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Helps you trade smarter by basing decisions on statistical evidence, not just intuition.
Important Notes
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All methods and calculations are original and copyrighted by the author.
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This product is educational and analytical designed to enhance your trading decisions.
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Includes free indicator (for clients only) to visualize exported levels directly in MT5.
Package Includes
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Main Excel Template with all analysis tools (connect with us after purchase and install of the script to get your copy)
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Data Import Script for MT5 (Downloaded and installed from the market)
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Free MT5 Indicator for S/R Level Display
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Bonus: Future update notifications, request improvement...
Licensing & Protection
This package includes a secure licensing system. You’ll be asked to enter your MT5 account number and PC username (Windows) for authorization. This ensures the product remains exclusive and cannot be shared.


im using this script and what i can say it is very useful especially on timing your entry, it is helpful what probable time of the day mostly volatility come based on history. and also, the author is very helpful about your inquiry plus Quant Level is free to used and you can the level on quantitative analyis excel file. if you are serious in trading, this script and excel will one of tools needed plus your trading strategies