fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
Appears on
Quick read
Latest capture 2026-07-21 03:06
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
3 observed captures since 2026-06-19. Charts use measured snapshots only.
Stars from first capture -2
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Fast, Transparent Backtesting
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
No description.
The fastest way from backtest to live trading.
