QuantLab Documentation
🚀 Professional quantitative trading research platform with ML-powered backtesting, multi-source options analysis, portfolio management, and interactive Plotly visualizations. Built on qlib with CLI interface.
Features
- 📊 Interactive Visualizations
Price charts (candlestick, line) with technical indicators
Multi-ticker comparison (normalized & absolute)
Options payoff diagrams with Greeks analysis
Portfolio performance dashboards
Backtest results visualization
- 📈 Quantitative Research
ML-powered stock ranking (LightGBM, XGBoost, TabNet, HIST)
Alpha158 technical factors
Custom factor engineering with qlib
Backtesting with realistic trading simulation
- 📉 Options Analysis
Multi-source options data (Polygon, yfinance, Alpha Vantage)
15+ strategy builders (spreads, condors, butterflies)
Advanced Greeks (delta, gamma, theta, vega, vanna, charm, vomma)
IV surface analysis
Intraday options tracking
- 💼 Portfolio Management
Multi-portfolio tracking
Position management with cost basis
Comprehensive analysis (fundamentals, technicals, options, sentiment)
Risk metrics and recommendations
- 🎯 Data Infrastructure
DuckDB for fast analytics
Parquet-based qlib data (20+ years daily history)
Real-time and historical options data
Market holidays and extended hours filtering
Quick Links
Getting Started
User Guide
API Reference
Advanced Topics
Additional Resources