simQuant Documentation¶

Professional Event-Driven Backtesting Framework

Build, test, and deploy quantitative trading strategies with confidence

What is simQuant?¶

simQuant is a cutting-edge, event-driven backtesting framework designed for quantitative traders, researchers, and financial institutions. It provides institutional-grade simulation capabilities with a focus on performance, accuracy, and extensibility.

Quick Start¶

Get up and running with simQuant in under 5 minutes:

Installation¶

pip install quantsim

pip install quantsim[ml]

pip install quantsim[ml,pairs]

Your First Strategy¶

import quantsim as qs

# Create and run a simple SMA crossover strategy
engine = qs.SimulationEngine(
    data_source='yahoo',
    symbols=['AAPL'],
    start_date='2022-01-01',
    end_date='2023-01-01',
    strategy='sma_crossover',
    initial_capital=100000
)

results = engine.run()
print(f"Total Return: {results.total_return:.2%}")
print(f"Sharpe Ratio: {results.sharpe_ratio:.2f}")

Core Features¶

Architecture Overview¶

graph TB
    A[Data Handler] --> B[Event Queue]
    B --> C[Strategy]
    C --> D[Orders]
    D --> E[Execution Handler]
    E --> F[Portfolio]
    F --> G[Risk Manager]
    G --> H[Reports]

    style A fill:#e1f5fe
    style C fill:#f3e5f5
    style F fill:#e8f5e8
    style H fill:#fff3e0

Performance Metrics¶

QuantSim calculates comprehensive performance metrics to evaluate your strategies:

Community & Support¶

What's Next?¶

Ready to start building your trading strategies? Here are some suggested next steps:

1. Install simQuant - Get QuantSim installed on your system
2. Quick Start Guide - Build your first strategy in minutes
3. SMA Crossover Example - Explore a real strategy example
4. Contributing Guide - Help improve QuantSim