regime-segmentation

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DaruFinance / quant-research-framework

Research framework for evaluating systematic trading strategies using walk-forward optimization, statistical validation, and robustness testing in Python.

python monte-carlo quantitative-finance numba algorithmic-trading backtesting walk-forward-optimization regime-segmentation

Updated May 4, 2026
Python

DaruFinance / quant-research-framework-rs

Star

Rust port of quant-research-framework: walk-forward backtester with robustness tests and realism controls. 1-to-1 output parity with the Python reference, ~24x faster.

rust monte-carlo quantitative-finance algorithmic-trading backtesting walk-forward-optimization regime-segmentation

Updated May 4, 2026
Rust

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