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qPACE

In development Discord

qPACE: The last quant library you'll ever need. Collection of technical analysis, backtesting and optimization tools for quantitative finance. Written in Rust under the hood, designed to be extremely fast.

Features

  • Technical Analysis - Standard indicators like RSI, MACD, Bollinger Bands, etc.

  • Backtesting - High-performance backtesting engine with vectorization support.

  • Optimization - Built-in optimization algorithms like genetic evolution, grid search, neural evolution.

  • Risk Management - Sharpe ratio, Sortino ratio, Omega ratio.

  • Labelling - Trend labelling, tripple-barrier method

Getting started

pip install qpace

Docs

Coming soon