Historical simulation with visible assumptions
Test the strategy.
Not your luck.
Follow one market line from raw prices to measured risk.
SamQuantResearch
Read the complete research paper.
Methods, tests, assumptions, and limitations.Open research paperMarket data
Clean data before asking it questions.
Each daily bar passes the same checks before strategy code sees it.
Strategy
Indicators analyze. Strategies decide.
Two price averages cross. The target position changes.
Output: target weights. No cash changes here.
Execution engine
The strategy decides.
The engine executes.
Every target waits for the next bar before it can become a trade.
Analytics
Return without risk is half a result.
The portfolio record becomes equity, benchmark, and drawdown curves.
This deterministic result demonstrates the software. It does not claim profitability.
Research terminal
Run the complete system.
Choose the market, dates, strategy, costs, and starting capital.
Open research terminalMethodology
The assumptions stay beside the result.
SamQuant is an educational research tool. Backtested results are hypothetical, depend on historical data and stated assumptions, and do not represent actual trading or guarantee future results. Nothing presented constitutes investment advice.
Architecture
Built to be inspected.
Python owns the financial logic. Interfaces render typed results.