# quantform - documentation

> Event-driven automation runtime for financial markets and protocols.

## Docs

- [Copy & Mirror](https://quantform.io/ai-tools/claude-code.md): Configure Claude Code for your documentation workflow
- [Funding Rate Arbitrage](https://quantform.io/ai-tools/cursor.md): Configure Cursor for your documentation workflow
- [Simulation](https://quantform.io/essentials/code.md): Display inline code and code blocks
- [Composition](https://quantform.io/essentials/dependency-injection.md): Compose strategies from dependencies
- [Backtest](https://quantform.io/essentials/images.md): Add image, video, and other HTML elements
- [Execution](https://quantform.io/essentials/navigation.md): Execution mode defines runtime semantics for strategy behavior, timestamps, storage usage, and execution side effects.
- [Research](https://quantform.io/essentials/reusable-snippets.md): Reusable, custom snippets to keep content in sync
- [Components](https://quantform.io/essentials/settings.md): Create, use, and combine reusable Quantform components.
- [Time](https://quantform.io/essentials/time.md): Use useTimestamp as the single source of truth for time
- [Overview](https://quantform.io/index.md): Event-driven automation runtime for financial markets and protocols.
- [Quickstart](https://quantform.io/quickstart.md): Scaffold a project, compose market streams with hooks, and run the same strategy in paper, live, or replay.