Advanced Features¶
Explore SQA's advanced capabilities for professional-grade analysis.
Power Tools for Serious Analysis¶
SQA goes beyond basic technical analysis with powerful features for portfolio management, strategy optimization, and real-time trading.
Available Features¶
Portfolio Management¶
Track positions, calculate P&L, manage commissions, and monitor portfolio performance.
Key Capabilities: - Position tracking with share quantities - Commission and fee calculations - Realized and unrealized P&L - Portfolio value over time
Backtesting Framework¶
Simulate trading strategies on historical data with comprehensive performance metrics.
Performance Metrics: - Total return and annualized return - Sharpe ratio and Sortino ratio - Maximum drawdown - Win rate and profit factor
Strategy Generator¶
Reverse-engineer profitable trades to discover patterns and generate new strategies.
Workflow: 1. Identify profitable entry/exit points 2. Capture indicator states at those points 3. Mine patterns from indicator combinations 4. Generate executable strategies
Genetic Programming¶
Evolve optimal strategy parameters using genetic algorithms.
Process: - Define parameter space (genes) - Create random population - Evaluate fitness via backtesting - Evolve through selection, crossover, mutation
Real-Time Streaming¶
Process live price data with event callbacks and parallel strategy execution.
Features: - Rolling window of recent data - On-the-fly indicator calculations - Multiple strategies in parallel - Customizable callbacks
FPOP Analysis¶
Future Period of Performance analysis for risk/reward calculations.
Capabilities: - Calculate future returns - Direction classification - Risk/reward metrics - Performance attribution
Example Workflow¶
Use Cases¶
Quantitative Research¶
- Pattern discovery in historical data
- Parameter optimization
- Strategy validation
Algorithmic Trading (Educational)¶
- Real-time signal generation
- Portfolio tracking
- Performance monitoring
Risk Management¶
- Drawdown analysis
- Volatility tracking
- Position sizing
Remember: These are powerful tools for education and research. Always test thoroughly before considering any real trading applications.