Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy creation, walk-forward optimization, analytics, portfolio-of-strategies backtesting, and portfolio weight optimization.

Streamlit-based portfolio construction dashboard implementing a multifactor model with factor exposure targeting, portfolio optimization, and interactive visualization of portfolio weights and risk exposures.

🚀 Ultimate Futures Trading Backtesting Engine 2026 – Walk-Forward & Portfolio Analytics

Backtest stock portfolio performance with historical price data.

Build equity portfolios using the Fama-French 3-Factor Model with a Streamlit app for the Nifty 50, targeting specific market, size, and value exposures.