How aydanli/quant_investment works
Quant System v3 is a personal ETF momentum-rotation research platform. Its main workflow loads trusted market data, computes features and allocations, applies risk controls, replays T+1 execution in a backtest, and reports results. Separate capabilities cover governed research admission, persistent local paper replay, and a read-only Robinhood mirror. README documents these broader boundaries; sampled source confirms the backtest wiring and selected persistence and quality behavior, but not every subsystem connection.
Main entry points: main.py Backtest Entry · trusted_loader.py Trusted Loader · paper_cycle.py Local Paper Cycle · oms.py Order Management
Components 27
Market Data
- Trusted Loader
data/trusted_loader.py - Data Providers
data/providers.py - Quality Checks
data/quality.py - Feature Engineering
data/features.py
Portfolio Engine
- Backtest Entry
main.py - Momentum Strategy
strategy/momentum_rotation.py - Market Regime
strategy/regime.py - Risk Engine
risk/engine.py - T+1 Backtest
backtest/engine.py - Position Ledger
backtest/ledger.py
Research Governance
- Nested Admission
research/nested_walk_forward.py - Admission Persistence
research/admission_service.py - Research Protocol
research/protocol.py - Governance Store
storage/repositories/governance.py
Paper Operations
- Local Paper Cycle
services/paper_cycle.py - Signal Service
services/signal_service.py - Order Management
execution/oms.py - Broker Boundary
execution/broker.py - Execution Store
storage/repositories/execution.py - SQLite Store
storage/db.py
Reporting Views
- Backtest Reports
report/reporter.py - Robinhood Mirror
services/mirror_dashboard.py - Mirror Snapshots
storage/repositories/brokerage_mirror.py - Research Dashboard
streamlit_dashboard_db_v1_1_save_experiment.py
Other components
- Researcher
- Market Data Services
- Brokerage Snapshot
Connections 25
- Researcher → Backtest Entry: runs backtest
- Backtest Entry → Trusted Loader: loads data
- Trusted Loader → Data Providers: fetches sources
- Market Data Services → Data Providers: supplies data
- Trusted Loader → Quality Checks: checks quality
- Backtest Entry → Feature Engineering: builds features
- Backtest Entry → Momentum Strategy: scores assets
- Backtest Entry → Market Regime: detects regime
- Backtest Entry → Risk Engine: scales weights
- Backtest Entry → T+1 Backtest: runs replay
- T+1 Backtest → Position Ledger: updates holdings
- Backtest Entry → Backtest Reports: summarizes results
- Researcher → Research Protocol: registers study
- Research Protocol → Nested Admission: constrains evaluation
- Nested Admission → Admission Persistence: submits results
- Admission Persistence → Governance Store: persists trials
- Researcher → Local Paper Cycle: runs paper cycle
- Local Paper Cycle → Signal Service: requests allocation
- Local Paper Cycle → Order Management: manages orders
- Order Management → Broker Boundary: previews submits
- Order Management → Execution Store: records intents
- Researcher → Research Dashboard: views research
- Brokerage Snapshot → Mirror Snapshots: provides snapshot
- Robinhood Mirror → Mirror Snapshots: reads snapshots
- Research Dashboard → SQLite Store: reads persisted data