# mhallsmoore/qstrader

QuantStart.com - QSTrader backtesting simulation engine.

Repository: https://github.com/mhallsmoore/qstrader
Canonical: https://ross.abutalabs.com/products/qstrader
Homepage: https://www.quantstart.com/qstrader/
Language: Python
License: MIT
License Family: permissive
Topics: equities, backtesting-engine, systematic-trading-strategies, quantstart
Last push: 2024-06-30T17:11:05+00:00

## Health v2 (maintenance only)
Score: 23/100 (v2, computed 2026-09-02T17:46:02.011165+00:00)
- activity 0, release rhythm 8, longevity 100
- inputs: {"age_days": 3925, "days_push": 794, "days_rel": null, "gap_med": null, "n_releases_24m": 0}
- flags: none
- formula: round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10)

## Adoption (not part of the score)
Stars 3448, forks 930 (observed 2026-08-28T04:08:05.242173+00:00)

## What it is
QSTrader is a free, open-source Python backtesting simulation engine for long-short equities and ETF-based systematic trading strategies. It is a loosely-coupled, modular framework where each component can be extended, inherited, or fully replaced to support custom trading research workflows.

## Use cases
- backtest a 60/40 portfolio strategy
- simulate long-short equity trading strategies in Python
- test momentum and tactical asset allocation strategies on historical data
- build custom systematic trading strategy backtests with realistic trading mechanics
- research quantitative trading strategies for equities and ETFs

## When to choose
- you need a modular, extensible Python backtesting framework for equities or ETF strategies
- you want realistic trading mechanics in end-to-end backtests
- you prefer a permissive MIT-licensed tool usable in research or production research pipelines

## When to avoid
- you need live trading or broker execution, not just backtesting
- you require backtesting for asset classes beyond equities and ETFs, such as futures or options
- you need a batteries-included GUI or no-code backtesting experience

## Facets
- artifact type: library
- maturity: active
- function: simulation, data-science, trading
- domain: fintech, data-science
- platform: python, cross-platform
- tags: backtesting, quantitative-finance, systematic-trading, equities, etf, algorithmic-trading, algorithms

## Member repositories
- mhallsmoore/qstrader (main) score 23

## Provenance
- Observed fields: from GitHub, fetched 2026-08-28T04:08:05.242173+00:00.
- Health v2: computed from the inputs above; adoption is never an input.
- Inferred fields (summary, facets, guidance): AI-extracted, prompt v1, taxonomy v1, on 2026-08-29T18:37:36.185101+00:00, confidence not recorded.
  - readme: https://github.com/mhallsmoore/qstrader (fetched 2026-08-28T04:08:05.242173+00:00, sha 7c5ce610b211)
  - homepage: https://www.quantstart.com/qstrader/ (fetched 2026-08-29T09:31:34.672498+00:00, sha 13c4db49c59c)
  - site_page: https://www.quantstart.com/qstrader/installation (fetched 2026-08-29T09:31:34.681401+00:00, sha 0393322bd901)
  - registry_pypi: https://pypi.org/pypi/qstrader/json (fetched 2026-08-29T09:31:34.683393+00:00, sha 157a29bdaf60)
- Data as of 2026-08-30T08:39:29.467469+00:00.