|
1 | | -# template |
2 | | -A Template Repository for OpenSpringFest (OSF) |
| 1 | +# QuantResearchStarter |
| 2 | + |
| 3 | +A modular, open-source quantitative research and backtesting framework designed for clarity and extensibility. Perfect for researchers, students, and developers interested in quantitative finance. |
| 4 | + |
| 5 | + |
| 6 | + |
| 7 | +[](https://github.com/username/QuantResearchStarter/actions) |
| 8 | + |
| 9 | +## Features |
| 10 | + |
| 11 | +- **Data Management**: Download real data or generate synthetic data for testing |
| 12 | +- **Factor Library**: Implement momentum, value, size, and volatility factors |
| 13 | +- **Backtesting Engine**: Vectorized backtester with transaction costs and constraints |
| 14 | +- **Risk Metrics**: Comprehensive performance and risk analytics |
| 15 | +- **Modular Design**: Easy to extend with new factors and strategies |
| 16 | +- **Production Ready**: Type hints, tests, CI/CD, and documentation |
| 17 | + |
| 18 | +## Quick Start |
| 19 | + |
| 20 | +### Installation |
| 21 | + |
| 22 | +```bash |
| 23 | +# Clone the repository |
| 24 | +git clone https://github.com/username/QuantResearchStarter.git |
| 25 | +cd QuantResearchStarter |
| 26 | + |
| 27 | +# Install package in development mode |
| 28 | +pip install -e . |
| 29 | + |
| 30 | +# Install development dependencies |
| 31 | +pip install -e ".[dev]" |
| 32 | + |
| 33 | +# Optional UI |
| 34 | +pip install streamlit plotly |
| 35 | +``` |
| 36 | + |
| 37 | +### Quick Demo |
| 38 | + |
| 39 | +```bash |
| 40 | +make demo |
| 41 | +``` |
| 42 | + |
| 43 | +Or step-by-step: |
| 44 | + |
| 45 | +```bash |
| 46 | +qrs generate-data -o data_sample/sample_prices.csv -s 5 -d 365 |
| 47 | +qrs compute-factors -d data_sample/sample_prices.csv -f momentum -f value -o output/factors.csv |
| 48 | +qrs backtest -d data_sample/sample_prices.csv -s output/factors.csv -o output/backtest_results.json |
| 49 | + |
| 50 | +# Streamlit dashboard (optional) |
| 51 | +streamlit run src/quant_research_starter/dashboard/streamlit_app.py |
| 52 | +``` |
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