Quant is a quantitative analysis platform designed for financial data tracking, strategy modeling, and performance evaluation. It provides modular tools for algorithmic trading, data analytics, and strategy backtesting.
- 📊 Data Integration – Connect to multiple exchanges and data providers.
- ⚙️ Strategy Engine – Design and test your own trading strategies.
- 🧩 Modular Design – Clean architecture suitable for research and production.
Quant integrates multiple external market data sources for real-time and historical analysis:
-
Binance – Spot, Futures, and Options trading data.
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Coinbase – Cryptocurrency spot market data and account info.
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OKX – Spot, Futures, and Perpetual contracts.
┌─────────────────────┐
│ Data Collector │ ← Market data feeds
└────────┬────────────┘
↓
┌─────────────────────┐
│ Strategy Engine │ ← Backtesting / Live trading
└────────┬────────────┘
↓
┌─────────────────────┐
│ Analytics Module │ ← Reports & visualization
└─────────────────────┘For detailed usage examples and code samples, see the Example Documentation.
The examples include:
- Strategy engine setup and configuration
- Registering multiple trading strategies
- Processing real-time price updates
- Implementing custom callbacks
- Complete working demos
This project is dual-licensed under:
- MIT License – for individuals, researchers, and open-source developers.
- GNU AGPLv3 License – for organizations deploying this software as a network service (e.g., SaaS).
You may choose which license to apply.
See LICENSE-MIT and LICENSE-AGPLv3 for details.
