Define
Build readable long and short rules.
kquant Engine connects pattern discovery, optimization, evidence, Simulation, available live execution and observation in one versioned history.
One strategy object across the entire lifecycle
Build readable long and short rules.
Backtest with explicit costs and event order.
Use holdout, DSR, PBO and walk-forward.
Move through simulation to controlled live trading.
Compare the rule version, parameter hash, data window and execution assumptions before interpreting metrics across stages.
Freeze a reproducible version
Keep provenance beside metrics
Advance only after an explicit verdict
Strategy Passport
Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.