a-share-quant-sim A multi-factor quantitative research and paper-trading system for Chinese A-shares — the backtest and the simulated trader run through the same code path. Simulation and research only. This software places no real orders and is not financial advice. --- What this is An end-to-end quantitative research stack for the Chinese A-share market: data ingestion → factor computation → cross-sectional scoring → backtest → walk-forward validation → simulated (paper) trading. Python, MIT licensed, and it goes from git clone to a completed backtest on a clean machine in about five minutes. The dependency tree is three packages — pandas, numpy, requests — and that is the entire list. No quant framework to learn, no heavyweight backtester to fight. It is a research instrument. It is not connected to a broker, it places no orders, and it is not a signal service. Why this exists Most quant setups drift into two codebases: a research one that produces the backtest, and an execution one that actually trades. They start identical and then they diverge — a liquidity filter gets patched

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)