Quant.Infra.Net
Quant.Infra.Net is a .NET quantitative trading and backtesting framework for C# developers who want to fetch market data, backtest strategies, run statistical analysis, execute live trades, and send notifications — all with minimal code. Backtest crypto strategies (Binance Futures) and US equity strategies (Alpaca, Charles Schwab, Interactive Brokers via InterReact) from one unified IBrokerService. Ships with a strategy pipeline, a backtest engine (CAGR, Sharpe, Calmar, MaxDrawdown, WinRate, ProfitFactor), pair-trading / mean-reversion tools (OLS spread regression, spread z-score), and notification services. The .NET quant framework for C# algo-trading: build, backtest, and deploy your own crypto and equity strategies in a few lines.
Activity
- Latest release
- 1w ago
- Total releases
- 3
- Cadence
- ~10 days
- Last 12 months
- 3
Details
- License
- MIT
- First release
- Aug 12, 2026
| Version | Released | |
|---|---|---|
1.5.3
patch
|
1.5.3
patch
Dependencies (35)
+ 27 more |
|
1.5.1
patch
|
1.5.1
patch
Dependencies (35)
+ 27 more |
|
1.5.0
initial
|
1.5.0
initial
Dependencies (35)
+ 27 more |