Project Overview
System Architecture
QuantifiedTrader is a comprehensive quantitative trading analysis platform built with a modern tech stack:
- Frontend: Astro + React + TypeScript + Tailwind CSS
- Backend: Python (pandas, numpy, yfinance)
- Data Processing: Node.js scripts for pipeline orchestration
- Deployment: GitHub Actions + Netlify
Data Flow Map
┌─────────────────────────────────────────────────────────────┐
│ DATA INGESTION │
│ yfinance API → Fetch OHLCV data for 21 global indices │
│ Period: 5 years | Interval: 1 day │
└─────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────┐
│ STRATEGY BACKTESTING │
│ • 70+ Technical Indicator Strategies │
│ • 8+ Options Strategies │
│ • Walk-forward optimization │
│ • Risk metrics calculation │
└─────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────┐
│ DATA PROCESSING │
│ • Aggregate results by strategy │
│ • Calculate correlation matrix │
│ • Generate summary statistics │
│ • Export to JSON format │
└─────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────┐
│ WEB DEPLOYMENT │
│ • Static site generation (Astro) │
│ • Interactive charts (Recharts) │
│ • Responsive UI (Tailwind CSS) │
│ • Deploy to Netlify │
└─────────────────────────────────────────────────────────────┘
Pipeline Execution
Automated Weekly Updates
The pipeline runs automatically every Sunday at 00:00 UTC via GitHub Actions:
- Data Fetch: Download latest market data for 21 indices
- Backtest Execution: Run all strategies with optimized parameters
- Options Analysis: Calculate options strategy performance
- Correlation Matrix: Compute strategy correlation matrix
- Data Commit: Commit results to repository
- Netlify Deploy: Automatic deployment triggered
Manual Execution
You can also trigger the pipeline manually:
npm run pipeline
Technology Stack
Frontend
- • Astro 5.x (Static Site Generator)
- • React 18 (UI Components)
- • TypeScript (Type Safety)
- • Tailwind CSS (Styling)
- • Recharts (Data Visualization)
Backend
- • Python 3.11
- • pandas (Data Analysis)
- • numpy (Numerical Computing)
- • yfinance (Market Data)
- • ta-lib (Technical Indicators)
Project Structure
quantifiedtrader/
├── engine/ # Python backtesting engine
│ ├── src/ # Strategy implementations
│ ├── config/ # Configuration files
│ └── run_backtest.py # Main backtest script
├── scripts/ # Node.js pipeline scripts
│ └── run-unified-pipeline.mjs
├── src/ # Frontend source
│ ├── components/ # React components
│ ├── pages/ # Astro pages
│ └── lib/ # Utilities
├── data/ # Generated data (gitignored)
│ ├── backtest-results-indices/
│ ├── optimization-results-indices/
│ └── correlation-matrix.json
└── public/ # Static assets
└── data/ # Public data files
Performance Metrics
All strategies are evaluated using the following metrics:
- Sharpe Ratio: Risk-adjusted return measure
- Total Return: Cumulative percentage return
- Maximum Drawdown: Largest peak-to-trough decline
- Win Rate: Percentage of profitable trades
- Total Trades: Number of executed trades
- Calmar Ratio: Return / Maximum Drawdown
- Sortino Ratio: Downside risk-adjusted return