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quantstrat
Transaction-oriented trading system infrastructure for R
What it is
An R framework for constructing trading systems and running simulations, organised around individual transactions. It supports multi-asset and multi-currency portfolios and provides modular pieces for indicators, signals and rules. Traders and researchers who do their quantitative work in R are the natural users. Its transaction-level design is thorough but slower than vectorized backtesters, which matters when testing large parameter grids.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Strategy research |
| Markets | Multi-market |
| Stack | R |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): −1 over the period, now 310. Gaps mean no snapshot was taken that day.
Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial rese
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