quant-engine docs¶
C++ backtesting, factor research and a native dashboard, with a headless IBKR trading daemon. Choose a workflow below; use Reference for syntax and output formats.
Start here¶
- Download for macOS and complete first-time setup.
- Run your first factor, then use the dashboard walkthrough to explore the screens.
- Read Safety and known limitations before interpreting results or deploying a strategy.
Find a workflow¶
| Task | Start with | Details |
|---|---|---|
| Write and run a strategy | .qe language |
Signal expressions, result schema |
| Research a factor | Factor research | Forecasting |
| Validate and combine strategies | Walk-forward validation | Multi-strategy portfolios |
| Connect a broker | IBKR connectivity | Credentials |
| Deploy a daemon | Safety model, then runbook | Configuration and accounting |
| Verify paper trading | Dashboard verification | Daemon smoke checklist |
| Use Python | Python client and bindings | Result schema |
| Understand the implementation | Architecture | English slides, 中文幻灯片 |
| Upgrade an existing deployment | Upgrade procedure | Migration and incident history |
For options formulas and conventions, see Options pricing. C++ API documentation is generated separately with Doxygen.
Internal testing access¶
Engine and dashboard source is currently private. For internal-testing access, contact jiucheng.zang@proton.me.