quantcore-lite 0.1.0

Open-core backtesting framework for quantitative trading strategies

QuantCore

Open-core backtesting framework for quantitative trading strategies.

QuantCore lets you backtest trading strategies against historical OHLCV data with a clean Python API and CLI. The free tier includes three battle-tested strategies and essential performance metrics. Upgrade to Pro for advanced strategies, Monte Carlo simulation, tearsheet PDF reports, and parameter optimization.

Installation

pip install quantcore-lite

Quick Start

Python API

import pandas as pd
from quantcore import Backtest, MomentumStrategy

# Load your OHLCV data
data = pd.read_csv("market_data.csv", index_col=0, parse_dates=True)

# Run a backtest with the Momentum strategy
bt = Backtest(data, MomentumStrategy(lookback=20))
bt.run()

print(bt.summary())
bt.export_csv("results.csv")

CLI

quantcore backtest --data market_data.csv --strategy momentum
quantcore backtest --data market_data.csv --strategy mean_reversion --output results.csv
quantcore strategies

Strategies

Momentum

Buy when the rate of change over a lookback period is positive, sell when negative.

from quantcore import Backtest, MomentumStrategy

strategy = MomentumStrategy(lookback=20)
bt = Backtest(data, strategy)
bt.run()
print(bt.summary())

Mean Reversion

Buy when price falls below its rolling mean by a threshold, sell when it reverts above.

from quantcore import Backtest, MeanReversion

strategy = MeanReversion(window=20, threshold=1.5)
bt = Backtest(data, strategy)
bt.run()
print(bt.summary())

Moving Average Crossover

Buy on golden cross (short MA crosses above long MA), sell on death cross.

from quantcore import Backtest, MovingAverageCrossover

strategy = MovingAverageCrossover(short_window=20, long_window=50)
bt = Backtest(data, strategy)
bt.run()
print(bt.summary())

Performance Metrics

Every backtest reports:

Metric	Description
Sharpe Ratio	Risk-adjusted return (annualized)
Max Drawdown	Largest peak-to-trough decline
CAGR	Compound annual growth rate
Win Rate	Percentage of profitable trades
Total Return	Overall portfolio return

Free vs Pro Comparison

Feature	Free	Pro
Momentum strategy	✅	✅
Mean Reversion strategy	✅	✅
Moving Average Crossover strategy	✅	✅
Performance metrics (Sharpe, CAGR, drawdown, win rate)	✅	✅
CSV export	✅	✅
CLI interface	✅	✅
RSI, Bollinger Bands, MACD strategies	❌	✅
Pairs Trading, Volatility Breakout, Turtle Trading	❌	✅
Mean Reversion Z-Score, Kalman Filter, Dual Momentum, Sector Rotation	❌	✅
Monte Carlo simulation (1000 runs, confidence intervals)	❌	✅
Tearsheet PDF generator	❌	✅
Parameter grid search optimizer	❌	✅

⭐ Pro Version

Unlock 10 additional strategies, Monte Carlo simulation, tearsheet PDF reports, and parameter optimization.

Get QuantCore Pro →

Set your license key:

export QUANTCORE_LICENSE_KEY="your-license-key"

Then use Pro features:

quantcore backtest --data market_data.csv --strategy rsi --tearsheet report.pdf --monte-carlo
quantcore optimize --data market_data.csv --strategy bollinger_bands

Pro features are validated via Polar.sh license keys.

License

MIT — see LICENSE for details.