QuantStart News - June 2020

Find out what QuantStart has been working on in June 2020.

In this new series of short posts we will be letting the QuantStart community know what we have been up to recently. Here is what we have been working on in June 2020.


June was a busy month at QuantStart as we made four separate releases of our QSTrader open source backtesting engine. We released versions 0.1.3, 0.1.4, 0.2.0 and 0.2.1. For full details on the changes please see the most up to date Changelog here.

The most significant change occurred at 0.2.0, reflected in the version bump. This involved a significant overhaul of the underlying Position, PositionHandler, Portfolio, Transaction and SimulatedBroker classes to allow for the inclusion of asset short selling.

Previously the recent QSTrader versions had only supported long-only portfolios. Now it supports leveraged long-short portfolios using a simplified margin model. In particular this opens up QSTrader to support mean reverting pairs trade style strategies, such as the Kalman Filter-based Pairs Trading Strategy we have discussed before on the site using the older QSTrader version.

We also fixed a few bugs that had been pointed out to us via the QuantStart support email, which should allow new users to get started more quickly with the software.


In addition to QSTrader, QuantStart has been busy answering some insightful questions from the Quantcademy membership forum community recently.

We have discussed whether HFT is possible using cloud infrastructure, whether university rankings still play a major role in getting hired for quant careers and how to correctly calculate various currency strength indicators for their usage in algorithmic forex trading.

What's Next?

We will be turning our attention back towards writing and publishing some more articles this month. Expect to see some new content released in the following weeks.

As always if you have any questions about quant careers, systematic trading or mathematical finance please feel free to get in touch at support@quantstart.com and we'll do our best to get back to you.