quant-strategy-builder

Design, refine, debug, and verify China-market-first quantitative trading strategies across framework-agnostic research flows and common engines such as vn.py, RQAlpha, TqSdk, qteasy, LEAN, Freqtrade, Backtrader, and OptionForge. Use when an agent needs to translate a trading idea into strategy logic, configs, backtests, risk rules, framework adapters, or evidence-backed delivery.