Boutquin.Trading.Application 1.0.2

.NET 10.0

dotnet add package Boutquin.Trading.Application --version 1.0.2

NuGet\Install-Package Boutquin.Trading.Application -Version 1.0.2

This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.

<PackageReference Include="Boutquin.Trading.Application" Version="1.0.2" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

<PackageVersion Include="Boutquin.Trading.Application" Version="1.0.2" />
                    

                            Directory.Packages.props

<PackageReference Include="Boutquin.Trading.Application" />
                    

                            Project file

For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.

paket add Boutquin.Trading.Application --version 1.0.2

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: Boutquin.Trading.Application, 1.0.2"

#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.

#:package Boutquin.Trading.Application@1.0.2

#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.

#addin nuget:?package=Boutquin.Trading.Application&version=1.0.2
                    

                            Install as a Cake Addin

#tool nuget:?package=Boutquin.Trading.Application&version=1.0.2
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Boutquin.Trading.Application

Application Layer

The core application layer for a multi-asset, multi-currency, multi-strategy, event-driven trading platform. Provides backtesting, portfolio construction, analytics, risk management, caching, and DI registration.

Key Components

Component	Description
`Portfolio`	Multi-currency cash management, position tracking, equity curve computation
`BackTest`	Event-driven backtesting engine with market data prefetch and structured logging
`SimulatedBrokerage`	Market, limit, stop, and stop-limit order execution with slippage and commission; logs warnings on dropped orders due to missing market data
DRIP	Optional automatic dividend reinvestment into whole shares at Close price (`EnableDividendReinvestment`)
Expense Ratio	Configurable annual expense ratio in basis points, deducted daily before equity curve update (`AnnualExpenseRatioBps`)

Strategies

BuyAndHoldStrategy — Static allocation, no rebalancing
RebalancingBuyAndHoldStrategy — Periodic rebalancing to target weights
ConstructionModelStrategy — Dynamic weights from portfolio construction models with rolling returns

Portfolio Construction (18 Models + 1 Decorator)

Model	Algorithm
`EqualWeightConstruction`	Uniform 1/N allocation
`InverseVolatilityConstruction`	Weight inversely proportional to realized volatility
`MinimumVarianceConstruction`	Projected gradient descent minimizing portfolio variance
`MeanVarianceConstruction`	Projected gradient descent maximizing Sharpe ratio
`RiskParityConstruction`	Iterative inverse-MRC equalization
`MaximumDiversificationConstruction`	Maximize diversification ratio (Chopin & Briand, 2008)
`HierarchicalRiskParityConstruction`	Lopez de Prado (2016) clustering + recursive bisection
`HierarchicalEqualRiskContributionConstruction`	Cluster-based equal risk contribution
`ReturnTiltedHrpConstruction`	Lohre, Rother, Schafer (2020) HRP with softmax return signal (active in all market regimes)
`BlackLittermanConstruction`	Bayesian equilibrium + investor views; no-views case returns equilibrium weights directly
`DynamicBlackLittermanConstruction`	Time-varying views with adaptive confidence; omega clamped to prevent singularity at confidence=1.0
`MeanDownsideRiskConstruction`	Pluggable downside risk: CVaR or Sortino via `IDownsideRiskMeasure`
`RobustMeanVarianceConstruction`	Minimax across covariance scenarios (regime-resilient)
`TacticalOverlayConstruction`	Regime-specific tilts + momentum scoring
`VolatilityTargetingConstruction`	Scale weights to target portfolio vol, capped leverage
`WeightConstrainedConstruction`	Min/max weight bounds on any inner model
`RegimeWeightConstrainedConstruction`	Regime-dependent weight constraints
`TurnoverPenalizedConstruction`	L1 turnover penalty decorator (stateful)

Covariance Estimators (4)

SampleCovarianceEstimator, ExponentiallyWeightedCovarianceEstimator, LedoitWolfShrinkageEstimator, DenoisedCovarianceEstimator

Downside Risk Measures (3)

CVaRRiskMeasure, DownsideDeviationRiskMeasure, CDaRRiskMeasure — all guard against empty scenarios with CalculationException

Analytics (7)

BrinsonFachlerAttributor, FactorRegressor, CorrelationAnalyzer, DrawdownAnalyzer, EffectiveNumberOfBets, WalkForwardOptimizer, MonteCarloSimulator

Risk Management (5)

RiskManager (composite, first-rejection short-circuit) with MaxDrawdownRule, MaxPositionSizeRule, MaxSectorExposureRule, DrawdownCircuitBreaker

Indicators (6)

SimpleMovingAverage, ExponentialMovingAverage, RealizedVolatility, MomentumScore, SpreadIndicator, RateOfChangeIndicator

Regime Detection

GrowthInflationRegimeClassifier — Four-quadrant classification with configurable deadband hysteresis

Universe Filtering (6)

MinAumFilter, MinAgeFilter, LiquidityFilter, SupersessionFilter, CompositeUniverseSelector, CompositeTimedUniverseSelector, DynamicUniverse

Caching (6 Decorators)

L1 memory cache (CachingMarketDataFetcher, CachingEconomicDataFetcher, CachingFactorDataFetcher) with IEnumerable materialization, faulted-entry eviction, and caller-independent cancellation + L2 CSV write-through (WriteThroughMarketDataFetcher, WriteThroughEconomicDataFetcher, WriteThroughFactorDataFetcher) with immediate API failure propagation

Reporting

HtmlReportGenerator (self-contained HTML tearsheet), BenchmarkComparisonReport (side-by-side portfolio vs benchmark)

DI Registration

ServiceCollectionExtensions.AddBoutquinTrading() with BacktestOptions, CostModelOptions, RiskManagementOptions, CacheOptions, CalendarOptions

Disclaimer

Boutquin.Trading is open-source software provided under the Apache 2.0 License. It is a general-purpose research and backtesting tool intended for educational purposes only.

This software does not constitute financial advice. All historical performance data represents backtested results computed using actual historical index and ETF return data. Backtested performance is hypothetical and does not represent actual trading. Actual investment results may differ materially. Past performance is not indicative of future results.

The software authors are not registered investment advisers, portfolio managers, or financial planners. Use of this software to make investment decisions is entirely at your own risk. Before making any investment decision, consult with a qualified financial professional who understands your individual circumstances, goals, and risk tolerance.

Contributing

Please read the contributing guidelines first.

License

This project is licensed under the Apache 2.0 License. See the LICENSE file for details.

Product	Compatible and additional computed target framework versions.
.NET	net10.0 is compatible. net10.0-android was computed. net10.0-browser was computed. net10.0-ios was computed. net10.0-maccatalyst was computed. net10.0-macos was computed. net10.0-tvos was computed. net10.0-windows was computed.

Compatible target framework(s)

Included target framework(s) (in package)

Learn more about Target Frameworks and .NET Standard.

net10.0
- Boutquin.Trading.Data.CSV (>= 1.0.2)
- Boutquin.Trading.Domain (>= 1.0.2)
- Microsoft.EntityFrameworkCore.Relational (>= 10.0.5)
- Microsoft.Extensions.DependencyInjection (>= 10.0.5)
- Microsoft.Extensions.Options.ConfigurationExtensions (>= 10.0.5)
- System.Linq.Async (>= 7.0.0)

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version	Downloads	Last Updated
1.0.2	104	3/31/2026