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Frameworks · Runtime · Strategy configs

Choose a framework.
Then choose its strategies.

QuantElse does not force technical indicators, arbitrage, options, and event markets into one runtime. Each framework owns its data, risk model, analysis method, and compatible strategy configurations.

Framework directory

Four different strategy
execution models.

A strategy marked Planned is a product definition, not a download or runnable promise. Open any strategy to inspect its parameter space and release boundary.

Preview availabletechnical-indicators

Technical Indicator Framework

Generate single-market signals from price, volume, and controlled technical indicators. Grid, trend, and mean-reversion configurations are available today.

Crypto spot and public market data8 configs available · 8 strategy spaces
Research / monitoringmulti-leg-arbitrage

Funding and Multi-leg Arbitrage Framework

Cover same-venue and cross-venue spot-perpetual, perpetual-perpetual, and net-spread research. Only selected monitoring configurations are published today.

Crypto spot, perpetuals, and multiple venues2 configs available · 5 strategy spaces
Framework plannedoptions-income

Options Income and Position Framework

Support contract selection, expiry rolls, assignment, and scenario risk for Wheel, Sell Put DCA, and covered-call strategies.

Crypto and broker-listed options0 configs available · 2 strategy spaces
Framework plannedpolymarket-events

Polymarket Event-Market Framework

Model event data, resolution risk, and order books for late-resolution opportunities, probability dislocations, and compliant liquidity provision.

Prediction markets and event contracts0 configs available · 2 strategy spaces
Published files

Current Technical Indicator builds.

TECHNICAL INDICATORS · PREVIEW

macOS Apple Silicon

Unsigned preview

Complete quantelse-local workspace with headless runtime, optional local UI, plugin catalog, paper execution, and OS-keyring boundaries.

multi-strategylocal-uipaperhyperliquid-public-dataos-keyring
Version
v0.1.1
Package
onedir-zip
Size
19.4 MiB
Download ZIP
SHA-25608c3d4a2c5885a329dec0ad148478d68e27306f0be5f2b1b2783f2c975e980b6
TECHNICAL INDICATORS · SOURCE

Developer Source · Python 3.11+

Editable source

Editable local strategy framework source with Local/Core/Execution/Exchanges/Web and example configs; excludes Catalog, Hosted, and Community services.

editable-sourcemulti-strategylocal-uipaperhyperliquid-public-dataos-keyringoptional-ccxt-connectors
Version
v0.1.1
Package
editable-source-zip
Size
0.1 MiB
Download source ZIP
SHA-256e001f5f54bffb4925026e195836feee6d4ddc8ad49a7ffcfab0ab502a6d23365
01

Choose an edition

The packaged build includes Python. The source ZIP requires Python 3.11+ and installs with pip install -e ..

02

Choose a config

Only a strategy labeled Config available can produce a current Runner JSON.

03

Start in paper

Use run --ui --offline; the UI only binds to your device.

Release boundary

The current ZIPs belong to the Technical Indicator framework. Options and Polymarket have no released Runtime; arbitrage only has monitoring configurations. The macOS build is unsigned and no file on this page is a production live-trading release.