QuantForge is a modular, event-driven backtesting framework built for quantitative research — combining realistic execution, reproducibility, multi-asset portfolio testing, walk-forward validation, Monte Carlo analysis, and White’s Reality Check
reproducible-research monte-carlo event-driven trading-strategies quantitative-finance risk-management backtesting backtesting-frameworks portfolio-management quant-trading multi-asset quantitative-research systematic-trading research-framework financial-research statistical-validation walk-forward-analysis quantforge algorithmic-trading-quantitative whites-reality-check
-
Updated
Sep 22, 2026 - Python