QuantDinger

A self-hosted quantitative-trading application combining Python strategies, backtesting, paper trading, live execution, and monitoring in one workflow. Standard live strategies can enable Jev entry filtering and inspect a decision timeline. The filter can fail open when the model is unavailable, and exits and stop-losses bypass it, so it is not a guaranteed blocking risk control. Jev and live trading require model and exchange credentials respectively. Returns and reliability were not tested. The backend uses Apache-2.0; the frontend and mobile applications have separate source licenses and commercial terms. Project source code is available at no charge; online models, third-party services, and some commercial features may incur additional fees. Usage is subject to the applicable licenses. Sources: https://github.com/OpenByteInc/QuantDinger/blob/main/README.md https://www.jev.store/projects/quantdinger Only source code or documentation was reviewed. The application was not installed or run, and its effectiveness was not verified. Project demonstration video:

Official product introduction; the video alone does not establish Jev-specific behavior or trading performance.