Execution records

Execution records and downloadable evidence

Latest release: AlgoQuant 3.3.2

AlgoQuant is a framework for studying, simulating, researching and applying quantitative strategies. Start with the tutorials to learn its APIs; tutorial numerical results are incidental to their teaching purpose.

• Release and downloads; Maven: tech.nmfin:algoquant-dist:3.3.2.
• Yahoo, Sina and Eastmoney stock/index history and CSV ZIP caching.
• Updated CSI300 data-loading tutorial.
• Complete compatibility survey and known limitations: 84 main sources compile, 31 tests pass; 49 demos completed cleanly, four returned with errors/warnings, one failed, one needed credentials, one aggregate timed out, and the web app passed dedicated checks. Release promotion reused validation without rerunning test suites.

These observations concern execution, not financial validity. CSI300 completed both default baselines but skipped some constituent histories and reported NaN correlation measures. The 990-optimizer grid was not run.

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These are execution observations, not a strategy ranking. Tutorial results are incidental to teaching the framework and have no significance as investment evidence. Incomplete runs and logged errors remain documented.

Evidence collection published 2026-10-18 11:43 UTC. Collection source: b5ff14254bd3f89035d8e96d7499713c1def27f7. Individual records below identify the actual execution run, tutorial source and repaired library commits. Older records are retained rather than presented as reruns.

This collection covers 41 runnable demos; 7 support classes have no main entry point.

Outcome	Count
blocked-data	1
completed	40

Technical demos use documented synthetic --quick inputs. Other demos use their original main defaults. Each process uses a virtual display, a valid external starter license, a bounded heap and a time limit; no full unit or integration suite is run. Focused regression checks are recorded separately in the repair validation notes. Legacy MySQL access is blocked before authentication because no database account is configured.

A completed main is an execution observation, not proof of model validity or investment performance. Timeout/failed runs can contain partial outputs; these are labelled and must not be treated as completed backtests. Generated random inputs may be unseeded, and provider data/caches can change.

Permanent raw outputs and charts · Model literature guide

Charts derived from recorded CSV/log data using generator commit b5ff14254bd3f89035d8e96d7499713c1def27f7. Each derived figure includes a source file reference, source checksum and downloadable plotted data. No simulations were rerun to generate these figures.

Demo tutorial	Status	Seconds	Data mode
BootstrapSimulationDemo	completed	54.29	original main defaults
Dai2011LongOnlyDemo	completed	25.78	original main defaults
KagiMRBasketSimulationDemo	completed	162.04	original main defaults
MultiPeriodKagiMRStrategyDemo	completed	265.59	original main defaults
Elliott2005StrategyDemo1	completed	7.43	original main defaults
Elliott2005StrategyDemo2	completed	10.19	original main defaults
MeanReversionBasedOnSpreadQuantileDemo	completed	16.12	original main defaults
EconomicModelStrategyDemo	completed	39.71	original main defaults
FundamentalModelStrategyDemo	completed	172.04	original main defaults
Infantino2010ParamAnalysisDemo	completed	103.86	original main defaults
Infantino2010PredictionAnalysisDemo	completed	11.02	original main defaults
JanuaryEffectStrategyDemo	completed	9.13	original main defaults
OULogSpreadCRRASignalDemo	completed	4.84	original main defaults
GMA12Demo	completed	2.94	original main defaults
KnightSatchellTran1995MLEDemo	completed	1.23	original main defaults
Corvalan2005Demo	completed	3.03	original main defaults
CovarianceComparisonDemo	completed	86.22	original main defaults
Lai2010NPEBModelDemo	completed	15.89	original main defaults
MarkowitzBigDemo	completed	39.14	original main defaults
MarkowitzDemo	completed	18.24	original main defaults
PerformanceOptimizedYahooEODPortfolioDemo	completed	12.74	original main defaults
PortfolioOptimComparisons1Demo	completed	7.71	original main defaults
PortfolioOptimComparisons2Demo	completed	35.94	original main defaults
PortfolioOptimizationAlgorithmDemo	completed	53.71	original main defaults
PortfolioOptimizationBacktestDemo	completed	15.40	original main defaults
SOCPMarkowitzComparisonDemo	completed	1.23	original main defaults
CoinBacktestDemo	completed	67.40	original main defaults
CSI300SimulationDemo	blocked-data	8.92	original main defaults
AccumulationDistributionLineDemo	completed	0.93	synthetic --quick
ChaikinMoneyFlowDemo	completed	1.70	synthetic --quick
SMA2Demo010	completed	0.78	synthetic --quick
SMA2Demo011	completed	1.19	synthetic --quick
SMA2Demo020	completed	1.59	synthetic --quick
SMA2DynamicDemo	completed	4.65	synthetic --quick
TutorialStrategyDemo	completed	3.65	original main defaults
MRModelFixedGridDemo	completed	4.31	original main defaults
MRModelFixedGridOnSGXDataDemo	completed	20.17	original main defaults
MRModelPeriodicDemo	completed	2.94	original main defaults
MRModelRanged1Demo	completed	6.21	original main defaults
MRModelRanged2Demo	completed	9.64	original main defaults
MeanReversionPortfolioDemo	completed	2.29	original main defaults

Support classes (not standalone demos)

• tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500
• tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtils
• tech.nmfin.algoquant.demo.model.infantino2010.TestData
• tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategy
• tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns
• tech.nmfin.algoquant.demo.model.technical.DemoSupport
• tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategy

Repair details and validation limits