Getting started#
Install quantlab, then run the quickstart: it takes the whole pipeline, from a price panel to a backtest that rebuilds from its own run directory, through synthetic data on a CPU in about half a minute. After that, concepts explains the vocabulary the rest of the user guide assumes.
If your data is already in a pandas or polars DataFrame and you want one capability (a factor set, a factor report, a backtest of your own signal), the Frame API needs no stores or configs.