Quant Web Backtester
A chart-heavy backtesting webapp with a real Rust simulation engine (no lookahead, next-bar fills, costs, borrow/funding) — designed as a public GitHub portfolio repo.
No lookaheadNext-bar executionCosts + slippageBorrow/funding carryAdjusted prices toggleReproducible configsTests + CIRust engine
Strategy Gallery
View full gallery →A) Trend — MA Crossover
Classic trend-following: fast MA vs slow MA.
Regime: Works in sustained trends; whipsaws in sideways/chop.
Pitfall avoided: Signals on close; fills at next open (no lookahead).
B) Mean Reversion — Z-score Bands
Bollinger-like mean reversion using rolling z-score.
Regime: Works in range-bound markets; can get steamrolled in trends.
Pitfall avoided: Entry/exit computed on close; no intrabar peeking.
C) Breakout — Donchian Channel
Breaks out above/below prior N-bar channel (exclusive band).
Regime: Works in breakout regimes; false breakouts hurt in chop.
Pitfall avoided: Channel excludes current bar to avoid subtle lookahead.
D) Pairs — Spread Z-score
Market-neutral-ish spread mean reversion using rolling hedge ratio.
Regime: Works when relationship is stable; fails on regime breaks.
Pitfall avoided: Strict timestamp intersection; no forward-fill leakage.
Hiring-signal note: this repo optimizes for correctness + clarity over “feature sprawl”. No auth, no uploads, no multi-tenant complexity.