An open-source Python backtesting engine built for reproducible portfolio research—not just equity curves. Trace signals into weights, orders, fills, cash, positions and performance. Use fast vectorized research or order-aware simulation, with transaction costs, walk-forward testing, 80+ metrics, 25+ charts and 50 strategy examples. Runs locally; optional managed market data is available through the QJ API.
The Future of Quantitative Trading for Mid-Market Firms. QuantJourney empowers hedge funds, family offices, and proprietary trading firms with institutional-grade quant infrastructure, AI-driven backtesting, and multi-asset support.
