Python · Apache-2.0
quarkfin/qf-lib
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
★ 975
Stars
138 forks · 12 open issues
+2.0/wk
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
33.1
Momentum / 100
see the breakdown below
7y ago
Created
last push 2mo ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 2.1 | +2.0/wk, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 12.9 | last week ran 1.86× the monthly pace |
| Freshness | 15 | 9.5 | last push 2mo ago; decays to zero at 180 days |
| Scale | 15 | 8.7 | 975 stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 33.1 | sum of the above |
Detail
| Topics | backtestingbacktesting-frameworksbacktesting-trading-strategiesfinanceinvestment-analysispythonquantquantitative-financetradingtrading-simulatortrading-strategies |
| Matched on | Finance (quantitative-finance) |
| Short window | +2 stars over 7 days = 0.3/day |
| Long window | +4 stars over 26 days = 0.2/day |
| Lifetime average | 0.37 stars/day over 2,638 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |