Quantitative Finance / Independent exploration
AQC
A modular quantitative research framework with event queues, simulated execution, and explicit paper-order lifecycle handling.
Problem
Research signals need an accounting and execution context before their behavior can be interpreted. AQC separates these responsibilities across an event-driven framework.
Architecture
The BacktestEngine coordinates market, signal, order, and fill events. A separate PaperBroker registers orders, checks available market context, simulates partial fills, and updates order state.
Implementation
The backtester preloads market columns into NumPy arrays. PaperBroker delegates fills to a simulator and charges commission; the inspected call supplies a fixed daily-volatility assumption and a fallback volume when reported volume is absent.
Results
VERIFIED by source inspection: event orchestration and paper-broker state transitions exist. Directory names such as institutional, deployment, and live_capital do not prove institutional use or real-money trading.
Limitations
Bar-by-bar iteration alone does not guarantee causality when a strategy can access data arrays. Same-bar fill timing, missing-volume defaults, fixed volatility, multiple-testing controls, and calibration require scrutiny before performance interpretation.
Reproducibility
Reviewed at commit ce6f3cd172d3 on 2026-11-09. Source inspection establishes implementation structure; repository-authored results are not independent measurements. The upstream application and benchmark suite were not rerun during this review.
Next investigation
Resolve the limitations above, preserve the reviewed commit and exact experiment configuration, and reproduce correctness checks before promoting performance or deployment claims.