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QX FinLib Documentation

QX FinLib is a financial library designed for building data-driven trading and analytical systems.

It provides structured components for handling market data, financial instruments, indicators, and trading strategies in a scalable and maintainable way.

Overview

This documentation covers both the core library and the trading system framework built on top of it.

FinLib

The FinLib section explains the fundamental building blocks:

  • Time Data Series
  • Major Events
  • Lookup Methods
  • Indicators
  • Instruments

FinLib Trading System

The FinLib Trading System section focuses on:

  • Strategy Development
  • Strategy Processing Workflow
  • Backtesting Trading Strategies

Purpose

The goal of QX FinLib is to provide a clean and modular architecture that simplifies:

  • Quantitative development
  • Trading system implementation

Getting Started

If you are new to the library:

Start with QXFinLib under the FinLib section and proceed in order for better understanding.