Software for testing market hypotheses
Experience the stock market backwards and forwards - to truly understand capital generating and competitiveness
Easily test screening hypothesis, event based strategies and news mentions and translate them into portfolio performance.
- Analyze how certain news terms affect industries, ETFs, commodities or indexes
- Set buying rules with basic statistical concepts to any time series, add sample and analyze the portfolio return
- Add any screening criteria (thresholds) to fundamental data and see how financial ratios affect the portfolio performance
- Analyze how historical events have affected the stock market and choose any sample period to analyze
- Software that teaches you more about the stock market...
Create your own custom backtest research
The platform is built on academic knowledge in time series analysis, but it is generalized into a user-friendly environment to easily experiment with backtesting ideas and explore financial markets.
Imagine you could
Easily test market hypotheses
Backtesting is the process of testing a trading strategy on relevant historical data to ensure its viability before the trader risks any actual capital. A trader can simulate the trading of a strategy over an appropriate period of time and analyze the results for the levels of profitability and risk.- Create cointegrated strategies
- Test hypotheses based on news articles
- Build models per asset to backtest
- Create complex screening analysis to backtest
Features
- Access to 19 years of historical data
- Transformation tools for time series data
- Backtest screening analysis
- Backtest events
- Portfolio allocation
- Evaluation metrics
- Create your backtesting library
- And much more...
How are we using it & why should you use it?
Easily test market hypotheses.- Sand-boxing strategies
- Educational purposes
- Testing new ideas
