This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
- Modular and extensible framework for implementing and testing quantitative trading strategies
- Multiple pre-built strategies for backtesting and live trading
- Supports data from multiple sources, including CSV files and live market data feeds
- Fully customizable and configurable via configuration files
- Real-time monitoring of portfolio performance and positions
- Comprehensive documentation and examples to get you started
To install the multi-strategy quant system, follow these steps:
- Clone the repository to your local machine: git clone https://github.com/yourusername/multi-strategy-quant-system.git
- Install the required packages by running pip install -r requirements.txt
To get started with the multi-strategy quant system, follow these steps:
- Review the documentation in the docs directory to gain an understanding of the system's architecture and how to use it.
- Modify the configuration file in config/config.yml to specify your preferred strategies, data sources, and other system settings.
- Run the system by executing python main.py in your terminal. The system will begin to process your data and generate buy/sell signals based on your chosen strategies.
If you would like to contribute to the multi-strategy quant system, please review the CONTRIBUTING.md file for guidelines on how to do so. We welcome all contributions, including bug reports, feature requests, and code contributions.
The multi-strategy quant system is licensed under the MIT License. See the LICENSE file for more information.
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