QSTrader

https://github.com/mhallsmoore/qstrader

QSTrader is an open source backtesting simulation framework written in Python.

It is primarily intended for long/short systematic trading strategies utilising cash equities and ETFs. It is highly modular, object-oriented and freely available.

QSTrader is currently used by the QuantStart.com team for internal quant strategy research, by the wider retail quant trading community and also within institutional hedge funds.

It is developed by the team at QuantStart.com and a community of volunteer contributing developers.

Getting Started

This is the place to begin if you want to get started quickly with QSTrader and see if it fits your systematic trading research requirements.

• Introduction
• Installation

Tutorials

• 60/40 Portfolio
• Momentum Tactical Asset Allocation Strategy

Getting Help

If you are having trouble with any aspect of QSTrader you can try the following:

• Create a Github Issue for any specific bug notifications, suggestions or problems.
• Contact the QuantStart Support Team at support@quantstart.com.