[![MIT License][license-shield]][license-url] [![LinkedIn][linkedin-shield]][linkedin-url] Framework for backtesting quantitative trading strategies Quantitative trading is a type of market strategy that relies on mathematical and statistical models to identify and execute opportunities and trades. This project aims to serve as a framework for developing and backtesting trading strategies, allowing for easy data visualisation and strategy performance comparison. Presented in the script as a demonstration, an extremely basic, and likely unprofitable, simple moving average crossover strategy is provided. Said strategy buys when the 10-day moving average crosses the 20-day moving average, and sells when the reverse occurs. Building upon this framework, much more complex, robust, and profitable strategies can be built, tested, and optimised. Real-World Use-Cases 💰 Develop and backtest trading strategies 🏦 Develop highly customised indicators 💲 Compare and analyse quant strategies Development-Goals 🧰 Develop a framework for backtesting trading strategies ☑️ Deep dive into Backtrader's lib

⚠ 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)