Tutorials

This section is a hands-on guide to QF-Lib. Each tutorial is self-contained and includes runnable code samples based on the demo_scripts folder in the repository.

Suggested order for new users

1. How to backtest your strategy - implement and run your first strategy.

2. Create an Alpha Model based strategy - use the Alpha Model abstraction.

3. Customize your backtest - add commissions and slippage.

4. Analysing Backtest Results - read tearsheets and trade statistics.

5. Working with Data Providers - connect data providers and configure settings.

6. Portfolio Construction - optimise portfolio weights.

The remaining tutorials cover specialised topics (fast parameter testing, plotting, and short how-to recipes).

Backtesting

• How to backtest your strategy
• Create an Alpha Model based strategy
• Customize your backtest
• Analysing Backtest Results
• Fast Alpha Model Testing
• How-To Guides

Data and portfolio

• Working with Data Providers
• Portfolio Construction

Visualisation

• Plotting and Visualization

Architecture reference

These pages explain how the backtester is structured. They complement the API reference.

• Backtest flow
• Modules structure
• Glossary