QuantResearchStarter

A modular, open-source quantitative research and backtesting framework designed for clarity and extensibility. Perfect for researchers, students, and developers interested in quantitative finance.

Features

• Data Management: Download real data or generate synthetic data for testing
• Factor Library: Implement momentum, value, size, and volatility factors
• Backtesting Engine: Vectorized backtester with transaction costs and constraints
• Risk Metrics: Comprehensive performance and risk analytics
• Modular Design: Easy to extend with new factors and strategies
• Production Ready: Type hints, tests, CI/CD, and documentation

Quick Start

Installation

# Clone the repository
git clone https://github.com/username/QuantResearchStarter.git
cd QuantResearchStarter

# Install package in development mode
pip install -e .

# Install development dependencies
pip install -e ".[dev]"

# Optional UI
pip install streamlit plotly

Quick Demo

make demo

Or step-by-step:

qrs generate-data -o data_sample/sample_prices.csv -s 5 -d 365
qrs compute-factors -d data_sample/sample_prices.csv -f momentum -f value -o output/factors.csv
qrs backtest -d data_sample/sample_prices.csv -s output/factors.csv -o output/backtest_results.json

# Streamlit dashboard (optional)
streamlit run src/quant_research_starter/dashboard/streamlit_app.py