Getting Started¶

Welcome to sigc! This section will help you get up and running quickly.

Choose Your Path¶

Quick Start (5 minutes)¶

Already familiar with quant concepts? Jump straight in:

Guided Tutorial (30 minutes)¶

New to sigc or want a thorough introduction:

What You'll Learn¶

By the end of this section, you'll be able to:

Install the sigc binary on your system
Write a basic trading signal in the sigc DSL
Run a backtest and interpret the results
Set up VS Code for sigc development
Load and work with sample data

Prerequisites¶

Before starting, ensure you have:

Operating System: Linux, macOS, or Windows (WSL2)
Rust Toolchain: Version 1.70 or later
Basic Knowledge: Familiarity with command-line tools

No Rust experience required

You don't need to know Rust to use sigc. The DSL is a separate language designed for quantitative research. Rust knowledge is only needed if you want to contribute to sigc itself or use the Rust API directly.

Section Overview¶

Page	Description	Time
Installation	Install Rust and build sigc	10 min
Quickstart	Run your first backtest	5 min
First Strategy	Build a complete momentum strategy	15 min
IDE Setup	Configure VS Code extension	5 min
Sample Data	Work with included datasets	5 min

Quick Reference¶

Essential Commands¶

Bash

# Compile a signal (validate syntax)
sigc compile strategy.sig

# Run a backtest
sigc run strategy.sig

# Export results to JSON
sigc run strategy.sig --output results.json

# Compare two strategies
sigc diff strategy_a.sig strategy_b.sig

Basic Signal Structure¶

Text Only

data:
  prices: load csv from "data/prices.csv"

params:
  lookback = 20

signal momentum:
  returns = ret(prices, lookback)
  emit zscore(returns)

portfolio main:
  weights = rank(momentum).long_short(top=0.2, bottom=0.2)
  backtest from 2024-01-01 to 2024-12-31

Next Steps¶

Ready to begin? Start with Installation.

If you prefer learning by example, check out the Strategy Library for 23 complete, documented strategies.