quant-engine docs¶
A high-performance C++ quant backtest + research engine and a terminal-style native dashboard. This site is the user-facing reference; C++ API docs are generated separately by Doxygen.
Where to start¶
- New here? Walk through Your first factor — a 10-minute tour. Zero terminal, just the dashboard.
- First time launching the dashboard? Dashboard walkthrough covers the screens, the keymap, and the cold-start tour.
- Going live? Read the
safety model first, then
IBKR connectivity and the
paper-trading verification
before flipping
broker = "ibkr-live".
I want to…¶
| Task | Page |
|---|---|
| Write a backtest / sweep / walk-forward | .qe language |
| Write the per-bar signal expression | Signal DSL grammar |
| Validate a strategy IS / OOS | Walk-forward validation |
| Combine several signals into a book | Multi-strategy portfolios |
| Forecast returns with rolling ridge | Forecasting |
| Screen factors over a cross-section | Factor research |
| Price options + see Greeks | Options pricing |
| Connect to Interactive Brokers | IBKR connectivity |
| Verify a paper account end-to-end | Paper-trading verification |
| Understand the safety net | Safety model |
| Decode a TWS socket frame | TWS wire protocol |
Internal testing access¶
Source for the engine and dashboard is currently private. For internal-testing access, contact jiucheng.zang@proton.me.