QSTrader is an open source backtesting simulation framework written in Python.
It is primarily intended for long/short systematic trading strategies utilising cash equities and ETFs. It is highly modular, object-oriented and freely available.
QSTrader is currently used by the QuantStart.com team for internal quant strategy research, by the wider retail quant trading community and also within institutional hedge funds.
It is developed by the team at QuantStart.com and a community of volunteer contributing developers.
This is the place to begin if you want to get started quickly with QSTrader and see if it fits your systematic trading research requirements.
If you are having trouble with any aspect of QSTrader you can try the following: