QuantLab is a private R&D project focused on automating trading strategy research workflows.
The goal is to build a reproducible workflow for running strategy experiments, parsing backtest and optimization results, tracking research campaigns and generating structured reports.
- Python
- AmiBroker / AFL
- CSV parsing
- Experiment registry
- Parameter management
- Backtest result analysis
- Research reporting
- Backtest result parser
- Optimization result parser
- Campaign registry
- AFL parameter block generation
- Strategy metadata tracking
- Research workflow automation
- Reproducible research experiments
- Separation between strategy code, experiment metadata and reports
- Structured parsing of backtest/optimization outputs
- Registry-based experiment tracking
- Automation of repetitive research tasks
Work in progress / R&D project.
This repository is focused on research tooling and workflow automation, not on publishing investment recommendations or a ready-to-use trading system.