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mhallsmoore
qstrader
Python2016–2018
mhallsmoore / qstrader

qstrader

QuantStart.com - QSTrader backtesting simulation engine.

Science & EngineeringFinance & Commerce
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3Distinct people
3Mentions
0Explicit recommenders
3.5KGitHub stars
REPOSITORY AT A GLANCE

What to know before exploring

What it is

QuantStart.com - QSTrader backtesting simulation engine.

GitHub

Where it is used

No documented product use has been verified yet.

What people are saying

No recommendation phrase was found in the indexed comments.

No classified warning is attached to this page. Read the discussions before treating silence as approval.

Also in these discussions

No other repository is repeatedly linked in the same discussions.

This week on Hacker News

Nov 8–Nov 15 UTC · Direct repository links and separately labeled related project stories. Indexed through 11/15/2026, 12:03:30 PM UTC.

No direct repository links were found in the indexed HN discussions over the past seven days. Older discussions are available below.

Mentions over time

HN mentions by month3 dated mentions

Observed mentions: 2016-07-25 21:57:04 UTC to 2018-05-17 11:49:53 UTC.

012016-07-01 00:00:00 UTC to 2016-08-01 00:00:00 UTC (exclusive): 1 mentions; 0 submissions, 1 commentsJul 20162016-08-01 00:00:00 UTC to 2016-09-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2016-09-01 00:00:00 UTC to 2016-10-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2016-10-01 00:00:00 UTC to 2016-11-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2016-11-01 00:00:00 UTC to 2016-12-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2016-12-01 00:00:00 UTC to 2017-01-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-01-01 00:00:00 UTC to 2017-02-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-02-01 00:00:00 UTC to 2017-03-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-03-01 00:00:00 UTC to 2017-04-01 00:00:00 UTC (exclusive): 1 mentions; 0 submissions, 1 comments2017-04-01 00:00:00 UTC to 2017-05-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-05-01 00:00:00 UTC to 2017-06-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-06-01 00:00:00 UTC to 2017-07-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 commentsJun 20172017-07-01 00:00:00 UTC to 2017-08-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-08-01 00:00:00 UTC to 2017-09-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-09-01 00:00:00 UTC to 2017-10-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-10-01 00:00:00 UTC to 2017-11-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-11-01 00:00:00 UTC to 2017-12-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2017-12-01 00:00:00 UTC to 2018-01-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2018-01-01 00:00:00 UTC to 2018-02-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2018-02-01 00:00:00 UTC to 2018-03-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2018-03-01 00:00:00 UTC to 2018-04-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2018-04-01 00:00:00 UTC to 2018-05-01 00:00:00 UTC (exclusive): 0 mentions; 0 submissions, 0 comments2018-05-01 00:00:00 UTC to 2018-06-01 00:00:00 UTC (exclusive): 1 mentions; 0 submissions, 1 commentsMay 2018

Counts come from the repository’s dated source evidence. Index cutoff: 2026-11-02 08:16:59 UTC.

View mention counts and date ranges
UTC ranges include their start and exclude their end. Select a period to filter the source evidence.
PeriodStart (UTC)End (exclusive, UTC)MentionsSubmissionsComments
Jul 20162016-07-01 00:00:00 UTC2016-08-01 00:00:00 UTC101
Aug 20162016-08-01 00:00:00 UTC2016-09-01 00:00:00 UTC000
Sep 20162016-09-01 00:00:00 UTC2016-10-01 00:00:00 UTC000
Oct 20162016-10-01 00:00:00 UTC2016-11-01 00:00:00 UTC000
Nov 20162016-11-01 00:00:00 UTC2016-12-01 00:00:00 UTC000
Dec 20162016-12-01 00:00:00 UTC2017-01-01 00:00:00 UTC000
Jan 20172017-01-01 00:00:00 UTC2017-02-01 00:00:00 UTC000
Feb 20172017-02-01 00:00:00 UTC2017-03-01 00:00:00 UTC000
Mar 20172017-03-01 00:00:00 UTC2017-04-01 00:00:00 UTC101
Apr 20172017-04-01 00:00:00 UTC2017-05-01 00:00:00 UTC000
May 20172017-05-01 00:00:00 UTC2017-06-01 00:00:00 UTC000
Jun 20172017-06-01 00:00:00 UTC2017-07-01 00:00:00 UTC000
Jul 20172017-07-01 00:00:00 UTC2017-08-01 00:00:00 UTC000
Aug 20172017-08-01 00:00:00 UTC2017-09-01 00:00:00 UTC000
Sep 20172017-09-01 00:00:00 UTC2017-10-01 00:00:00 UTC000
Oct 20172017-10-01 00:00:00 UTC2017-11-01 00:00:00 UTC000
Nov 20172017-11-01 00:00:00 UTC2017-12-01 00:00:00 UTC000
Dec 20172017-12-01 00:00:00 UTC2018-01-01 00:00:00 UTC000
Jan 20182018-01-01 00:00:00 UTC2018-02-01 00:00:00 UTC000
Feb 20182018-02-01 00:00:00 UTC2018-03-01 00:00:00 UTC000
Mar 20182018-03-01 00:00:00 UTC2018-04-01 00:00:00 UTC000
Apr 20182018-04-01 00:00:00 UTC2018-05-01 00:00:00 UTC000
May 20182018-05-01 00:00:00 UTC2018-06-01 00:00:00 UTC101

What Hacker News says

1 sources
ryankennedyio·Mar 28, 2017
I don't think any retailer can trade on the scale and speed that would require C/C++ over Python. With lower capital and significantly higher transaction costs, retail traders (mostly) need to have holding periods for at least hours, so speed isn't really an issue. It's more about finding longer term anomalies to deploy maybe at most a few dozen positions, as opposed to reacting to billions of quotes over any trading day. I think Python is a great tool for finance, particularly with libraries like Pandas, Numpy, etc. Most of the work in those libraries is C/Fortan/etc anyway. Great community. For more 'academic' style work/exploration, I think R might have an edge, but I personally find it more difficult to write and maintain high quality code in R. I'd like to just throw a quick plug in for an open source project I'm working on [1]. It's
Read the rest
an event-driven trading library written in Python. We're pretty close to having live trade execution ready in an alpha state. The motivation is that you can put together a pretty simply strategy in ~40 lines of code. The codebase is designed to be pretty flexible & modular. Mike from http://quantstart.com has some great resources & many of his recent articles use the same library. [1]: https://github.com/mhallsmoore/qstrader
In An Introduction to Stock Market Data Analysis with R – Part 1

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