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quant-research

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Quantitative research toolkit in Python.

Helpers for the research workflow: loading market data, computing signals, running backtests, and analyzing results. Used in notebooks and batch research jobs across the OG Capital research team.

Install

pip install -e .

Requires Python 3.11+.

Example

from quant_research import data, signals, backtest

bars = data.load_bars("BTC-USD", "2024-01-01", "2024-12-31")
sig = signals.momentum(bars, window=20)
result = backtest.run(bars, sig, capital=100_000)
print(result.sharpe, result.max_drawdown)

Status

Internal component. Research-grade code — not hardened for production use.

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Quantitative research toolkit (Python)

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