QuantLab v0.2.0

QuantLab v0.2.0

A local-first portfolio backtesting and paper trading research system.

Highlights:

• Deterministic backtests with fixed --as-of dates.
• Isolated output root support for reproducible runs.
• Config and market data validation.
• Strategy comparison across buy-and-hold, periodic rebalance, trend filter, and drawdown-buy logic.
• Risk metrics including drawdown, volatility, Sharpe ratio, turnover, exposure, benchmark tracking, VaR, and CVaR.
• Local paper simulation with broker execution disabled.
• JSON, Markdown, HTML, and chart reports.
• Streamlit dashboard with cached data and fast-mode reruns.
• Expanded CI quality checks.

Limitations:

• Research and education only.
• Not investment advice or trading advice.
• Not a broker integration.
• Does not execute real-money trades.
• Past performance does not guarantee future results.