Description
Quant strategies often get written once for backtests and again for live trading, and the two drift apart until results mean nothing. Investing Algorithm Framework lets you define a strategy once and take it from backtest to live without rewriting it.
Screen fast with vector backtests, validate with event-driven simulation, compare in an interactive dashboard, then run the same strategy in paper or live trading for stocks and crypto.
One codebase:Backtest, simulate and trade the same strategy.
Two backtest modes:Vectorized and event-driven.
Compare results:Interactive dashboard.
Deploy:Paper or live trading.
Screen fast with vector backtests, validate with event-driven simulation, compare in an interactive dashboard, then run the same strategy in paper or live trading for stocks and crypto.
Features
One codebase:Backtest, simulate and trade the same strategy.
Two backtest modes:Vectorized and event-driven.
Compare results:Interactive dashboard.
Deploy:Paper or live trading.
