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.