# QuantStart

- **Website:** <https://quantstart.com>
- **Primary alias:** `quantstart.com`
- **Employees:** 2+
- **Location:** Waddington, England, United Kingdom

## Description

QuantStart is a leading brand dedicated to providing top-notch educational resources for systematic trading, mathematical finance, and quantitative development. Our aim is to enhance your systematic trading profitability and empower you to pursue a rewarding career in quantitative finance. With over a decade of experience in multi-billion dollar quantitative hedge funds and systematic prop trading firms, our team of industry professionals shares their expertise through tutorials, research, and open-source trading software. Since its establishment in 2012, QuantStart has evolved into a comprehensive platform offering in-depth tutorials on derivatives pricing, systematic trading research, and implementation. Our popular books, Successful Algorithmic Trading and Advanced Algorithmic Trading, have introduced countless aspiring quant traders to the world of systematic trading. We also offer the renowned QSTrader, an open-source event-driven backtesting software written in Python, with over 1000+ Github stars. Additionally, we have launched the Quantcademy, a community for like-minded prospective quants and retail systematic traders. At QuantStart, we provide freely available tutorials, ebooks, and a comprehensive article database covering systematic trading, quantitative finance, mathematics, statistics, and machine learning. Through these resources, you can gain practical knowledge and implement cutting-edge ideas. Our core backtesting framework, QSTrader, is regularly updated to incorporate valuable features and suggestions from the community. Furthermore, the QuantStart team actively participates in esteemed quantitative finance, systematic trading, and data science conferences, sharing insights and expertise. Our approach to systematic trading is grounded in the scientific method, with a strong emphasis on hypothesis-driven and repeatable risk-managed processes. We prioritize rigorous backtesting, utilizing robust portfolio construction techniques and prudent risk management strategies. Our research is rooted in comprehensive academic studies and aims to avoid arbitrary indicators, technical analysis, and chart patterns that often yield inconsistent results. Reproducibility is vital to us, and all our published research is implemented in QSTrader, our fully open-source backtesting framework. We ensure transparency by sharing the code, parameters, assumptions, and data specifications necessary to replicate our results. We also factor in simulated transaction costs to provide a realistic assessment of strategy performance. If you have inquiries regarding systematic trading, quantitative finance, or careers advice, our team is readily available to assist you. Contact us at support@quantstart.com to get in touch. At QuantStart, we are committed to your success in systematic trading and quantitative finance, offering comprehensive resources, cutting-edge software, and a supportive community.

## Industries

- 💰 Investing _(under Finance)_
- 💰 Finance

## Links

- [youtube](https://youtube.com/channel/UCmVnnZ6Y2TrJtY1eQJN6kWA)
- [twitter](https://twitter.com/quantstart)
- [linkedin](https://linkedin.com/company/quant-resources-ltd)

## Logos & icons

- icon _(primary)_ — PNG — [download](https://cdn.brandfetch.io/idRt-s2OY1/w/400/h/400/theme/dark/icon.png?c=1bxid64Mup7aczewSAYMX&t=1775742508324)
- logo _(primary)_ — PNG — [download](https://cdn.brandfetch.io/idRt-s2OY1/w/80/h/80/theme/dark/logo.png?c=1bxid64Mup7aczewSAYMX&t=1775742508230)

## Colors

| Name | Hex | Theme |
| --- | --- | --- |
| Calypso | #316193 | accent |
| Blue Charcoal | #01030f | dark |
| White | #ffffff | light |

## Fonts

- Lato — asset _(google)_

## Imagery

- banner _(primary)_ — JPEG — [download](https://cdn.brandfetch.io/idRt-s2OY1/w/1500/h/500/idfjpAEecx.jpeg?c=1bxid64Mup7aczewSAYMX&t=1775742508522)

---

_Source: <https://brandfetch.com/quantstart.com>_
_See [/llms.txt](/llms.txt) for a full list of agent-readable pages, and [/auth.md](/auth.md) for how agents authenticate._