Quant Research Platform
Most quant systems have a gap between trading idea and execution: insufficient data, backtests without real costs, strategies without market regime awareness and non-reproducible results.
Data quality in 6 layers, execution costs (fee + slippage + 1-bar delay), no look-ahead bias, full reproducibility and modular architecture.
The pipeline was designed from hypothesis to report: data → validation → strategy → backtest → walk-forward → Monte Carlo → dashboard.
Three-layer architecture: Browser Dashboard / FastAPI / Research Library on Parquet Data Store. 8 strategy families in frozen dataclasses, vectorized numpy/pandas backtesting.
Trading decisions are grounded in quantitative evidence. Walk-forward and Monte Carlo reveal the difference between a real strategy and a curve-fitted one.
CAGR, Sharpe, Sortino, Calmar, Max Drawdown, Win Rate, Profit Factor — all computed with real execution costs.
A good quant system starts with a hypothesis, not code. When the architecture from data to report is clear, trading decisions have genuine quality.
- Incremental download from 111+ exchanges with Binance monthly archives and CCXT fallback
- Vectorized backtesting with real fees, slippage and 1-bar execution delay
- Walk-forward validation and Monte Carlo for mandatory robustness testing
- 4 market regime detection with strategy recommendation per regime
- ML baseline with chronological split and Feature Library with 40+ indicators
- Open source under MIT license on GitHub