QuantLab is a local-first research prototype for evaluating rule-based portfolio allocation ideas with synthetic or user-provided historical daily price data.
Backtests use a daily loop:
- Read prices available for the current trading date.
- Execute orders due on that date.
- Value the portfolio.
- Generate strategy orders using data available through the current date.
- Schedule orders according to the configured execution lag.
- Record equity, drawdown, exposure, fills, risk events, and order events.
The default execution lag is one trading day to reduce lookahead risk. A zero-day lag is supported for controlled same-day simulation and should be interpreted as a modeling assumption, not live execution.
All outputs are for research and education only.