Overview
QuantifyAI is an ML-driven backtesting platform for equity trading strategies. It pulls live market data, computes classic technical indicators, trains a classifier to generate buy/sell signals, and runs portfolio simulations — all surfaced through an interactive Streamlit dashboard.
What was built
- Live data ingestion via
yfinance— any ticker, any lookback window. - Feature engineering pipeline computing RSI, MACD, and Bollinger Bands from raw OHLCV data.
- Random Forest classifier trained on technical features to produce buy/sell/hold signals; evaluated with ROC-AUC.
- Backtrader integration for portfolio simulation — applies model signals to historical data and tracks portfolio value over time.
- Streamlit dashboard for real-time analytics: model metrics, signal overlays, and backtest equity curves.
requirements.txtand clean project layout for straightforward local setup.
Why it matters
Combining ML signal generation with a proper backtesting framework (rather than simple forward simulation) is a meaningful step toward realistic strategy evaluation. Backtrader handles slippage, position sizing, and trade execution mechanics that naive simulations ignore — making the results more honest about what the strategy would have actually returned.
Project Info
- Category: Quant Finance / ML
- Signals: RSI, MACD, Bollinger Bands
- Stack: Python, scikit-learn, Backtrader, Streamlit, yfinance, pandas
- GitHub: quant_alpha_research