Programvaror för backtesting

QuantFACTORY – Institutional-class data management / backtesting / strategy deployment solution:
– QuantDEVELOPER – framework and IDE for trading strategies development, debugging, backtesting and optimization, available as a Visual Studio plug-in
– QuantDATACENTER – allows to manage a historical data warehouse and capture real-time or ultra low latency market data from providers and exchanges
– QuantENGINE – allows to deploy and execute precompiled strategies
– multi-asset, multi-period low latency data, multiple brokers supported

– price on request

Institutional-class data management / backtesting / strategy deployment solution:
– multi-asset solution, multiple data feeds supported, database supports any type of RDBMS providing a JDBC interface, e.g. Oracle, Microsoft SQL Server, Sybase, MySQL etc.
– clients can use IDE to script their strategy in either Java, Ruby or Python, or they can use their own strategy IDE
– multiple brokers execution supported, trading signals converted into FIX orders

– price on request at sales@marketcetera.com

Dedicated software platform integrated with Tradestation’s data for backtesting and auto-trading:
– daily & intraday data (us stocks for 43+years, futures for 61+ years)
– practical for backtesting price based signals (technical analysis), support for EasyLanguage programming language
– supporting US stocks & ETFs, futures, US indexes, German stocks, German indexes, forex

– free for Tradestation brokerage clients
– $249.95 monthly for non-professionals (Tradestation software platform only, without brokerage)
– $299.95 monthly for professionals (Tradestation software platform only, without brokerage)

Dedicated software platform for backtesting and auto-trading:
– portfolio level system backtesting and trading, multi-asset, intraday level testing, optimization, visualization etc.
– allows R integration, auto-trading in Perl scripting language with all underlying functions written in native C, prepared for server co-location
– native FXCM and Interactive Brokers support

– free FXCM support, $100 per month for IB platform, contact Sales@seertrading.com for other options

Dedicated software platform for backtesting, optimization, performance attribution and analytics:
– Axioma or 3rd party data
– factor analysis, risk modelling, market cycle analysis

– price on request

Dedicated software platform for backtesting and auto-trading:
– supporting daily/intraday strategies, portfolio level testing and optimization, charting, visualization, custom reporting etc.
– best for backtesting price based signals (technical analysis)
– direct link to Interactive Brokers, MB Trading, TD Ameritrade, FXCM and others
– data from text files, eSignal, Google Finance, Yahoo finance, IQFeed and others

– basic functionality (EoD functionality) – free
– advanced functionality – lease from $50 / month or $995 lifetime license

Build Alpha was created in order to help professional traders, money managers, and institutional investors create countless robust strategies to meet their own risk criterion across asset classes.:
– This unique software allows traders and money managers the ability to create hundreds of systematic trading strategies with NO programming required.
– Furthermore, traders and money managers can stress test each and every strategy in mere seconds.
– Everything is point and click.

– price on request, contact David@buildalpha.com

Zorro – Automated Financial Trading Tool:
– Zorro is a free tool for executing financial algorithms.
– It supports research, exploring, developing, testing, and trading automated strategies for stocks, forex, options, futures, bonds, ETFs, CFDs, or any other financial instruments.
– It can run either as a stand-alone system with direct broker/market connection, or as an attachment to a trading platform that is used for connecting to the broker.

– free

Dedicated software platform for backtesting and auto-trading:
– uses MQL4 language, used mainly to trade forex market
– supports multiple forex brokers and data feeds
– supports managing of multiple accounts

– free

Web based backtesting tool to test stock picking strategies:
– US stocks & ETFs (daily)
– point-in-time fundamental data since 1999
– long/short strategies, prices/fundamentals driven signals

– ”Designer” – $139 / month
– ”Manager” – $199 / month – complete functionality

Web based backtesting tool:
– US stocks prices (daily/intraday), since 1998, data from QuantQuote
– forex data from FXCM
– supporting Trader.com & Interactive Brokers for live trading

– currently free

Web based backtesting tools:
– simple to use, asset allocation strategies, data since 1992
– time series momentum and moving average strategies on ETFs
– Simple Momentum and Simple Value stock-picking strategies

– currently free

Backtest Broker offers powerful, simple web based backtesting software:
– Backtest in two clicks
– Browse the strategy library, or build and optimize your strategy
– Paper trading, automated trading, and real-time emails

– $1 per backtest and less

Institutional grade algorithmic trading platform for backtesting and automated trading.:
– Supports backtesting of multiple trading strategies in a single unified portfolio.
– Supports dozens of intraday and daily bar types.
– Supports 18 different types of scripts that extend the platform and can be written in C#, VB.NET, F# and R.NET.
– Supports a Connectivity SDK which can be used to connect the platform to any data or brokerage provider.

– The product costs $99/mo for the Professional Edition and $299/mo for the Enterprise Edition.

Dedicated algorithmic trading software for backtesting and creating automated strategies and portfolios:
– no programming skills needed
– monte carlo analysis
– walk-forward optimizer and cluster analysis tools
– more than 40 indicators, price patterns, etc.
– build, re-test, improve and optimize your strategy
– free historical tick data

– Free 14-day trial, then $1490

Deep Learning Price Action Lab:
– DLPAL software solutions have evolved from the first application developed 18 years ago for automatically identifying strategies in historical data that fulfill user-defined risk and reward parameters and also generating code for a variety of backtesting platforms.
– DLPAL S discovers automatically systematic trading strategies in any timeframe based on parameter-less price action anomalies. Several validation tools are included and code is generated for a variety of platforms.
– DLPAL DQ is an end-of-day scanner for discretionary traders. The software can scan any number of securities for newly formed price action anomalies. Validation tools are included and code is generated for a variety of platforms.
– DLPAL LS is unique software that calculates features reflecting the directional bias of securities and also historical values of those features. The software is used by hedge funds for the development of directional and long/short trading strategies based on fixed algos or machine learning using generated train and score files. The results of this software cannot be replicated easily by competition.

– Contact info is: Michael Harris, pal@priceactionlab.com

Free software environment for statistical computing and graphics, a lot of quants prefer to use it for its exceptional open architecture and flexibility:
– effective data handling and storage facility, graphical facilities for data analysis, easily extended via packages
– recommended extensions – quantstrat, Rmetrics, quantmod, quantlib, PerformanceAnalytics, TTR, portfolio, portfolioSim, backtest, etc.

– free

BacktestingXL Pro is an add-in for building and testing your trading strategies in Microsoft Excel 2010 and 2013:
– users can use VBA to build strategies for BacktestingXL Pro, VBA knowledge is optional, users can construct trading rules on a spreadsheet using standard pre-made backtesting codes
– supports pyramiding, short/long position limiting, commission calculation, equity tracking, out-of-money controlling, buy/sell price customizing
– multiple performance/risk reports

– $74.95 for BacktestingXL Pro

FactorWave is simple to use web-based backtesting tool for factor investing:
– allows user to mix multiple ETF/options/futures/equity factors with proven alpha over market-cap benchmarks

– free – ETF/Stock Screener with 5 Factors
– $149/mo – free option + options screener, futures strategies, vix strategies

Free web based backtesting tool to test stock picking strategies:
– US stocks, data from ValueLine from 1986-2014
– price and fundamental data, 1700 stocks, monthly granularity test

– free

Web based backtesting tool to test equity factor picking and asset allocation strategies:
– multiple equity factors with proven alpha over market-cap benchmarks, multiple investment universes, risk management filters
– asset allocation strategies backtests, mixing asset allocation and factor picking into one portfolio

– free on S&P 100 universe
– $50/month or $480/year – broader US investment universes, UK & EU stocks, asset allocation strategies