Programvaror för backtesting
Personligen använder jag Tradestation, Multicharts och Amibroker för min algotrading. Här är en lång lista med flera alternativ. Hör gärna av dig om du behöver råd eller har några frågor om något kring algotrading.
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Institutional-class data management / backtesting / strategy deployment solution:
– equities, options, futures, currencies, baskets and custom synthetic instruments are supported
– multiple low latency data feeds supported (processing speeds in millions of messages per second on terabytes of data) – C# and .Net based strategy backtesting and optimization – multiple brokers execution supported, trading signals converted into FIX orders |
– price on request at sales@deltixlab.com
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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
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Institutional-class data management / backtesting / strategy deployment solution:
– OpenQuant – C# and VisualBasic.NET portfolio level system backtesting and trading, multi-asset, intraday level testing, optimization, WFA etc., multiple brokers and data feeds supported – QuantTrader – production trading environment – QuantBase – centralized data management – QuantRouter – data and order routing |
– price on request at sales@smartquant.com
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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
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Institutional-class data management / backtesting / strategy deployment solution:
– multi-asset solution (forex, options, futures, stocks, ETF’s, commodities, synthetic instruments and custom derivative spreads etc.), multiple data feeds supported – framework for trading strategies development, debugging, backtesting and optimization – multiple brokers execution supported, trading signals converted into FIX orders (IB, JPMorgan, FXCM etc.) |
– price on request at http://www.algotrader.com/product/pricing/
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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) |
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Dedicated software platform for backtesting and auto-trading:
– supporting daily/intraday strategies, portfolio level testing and optimization, charting, visualization, custom reporting, multi-threaded analysis, 3D charting, WFA analysis etc. – best for backtesting price based signals (technical analysis) – direct link to eSignal, Interactive Brokers, IQFeed, myTrack, FastTrack, QP2, TC2000, any DDE compliant feed, MS, txtfiles and more (Yahoo Finance …) |
– one time fee $279 for Standard edition or $339 for Professional edition
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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
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Dedicated software platform for backtesting and auto-trading:
– supporting daily/intraday strategies, portfolio level testing and optimization – best for backtesting price based signals (technical analysis), C# scripting – software extensions supported – data feeds handling, strategy execution etc. |
– $799 per licence, $150 yearly fee after
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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
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Dedicated software platform for backtesting and auto-trading:
– best for backtesting price based signals (technical analysis), supporting daily/intraday strategies, portfolio level testing and optimization – Turtle Edition – backtesting engine, graphs, reports, EoD testing – Professional Edition – plus system editor, walk forward analysis, intraday strategies, multi-threaded testing etc. – Pro Plus Edition – plus 3D surface charts, scripting etc. – Builder Edition – IB API, debugger etc. |
– Turtle Edition $990
– Professional Edition $1,990 – Pro Plus Edition $2,990 – Builder Edition $3,990 |
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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 |
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Dedicated software platform for backtesting and auto-trading:
– best for backtesting price based signals (technical analysis), supporting daily/intraday strategies, portfolio level testing and optimization, charting, visualization, custom reporting – supports C# and Visual Basic.NET – direct link to Interactive Brokers, IQFeed, txtfiles and more (Yahoo Finance …) |
– perpetual license – $499
– lease $50 per month |
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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
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Factor Research – Focus on Factor Investing in Global Equities:
– Analyse factor performance across US, European and Asian markets – Combine factors & build multi-factor portfolios on a web-based backtesting platform – Get daily or weekly portfolio updates via email and download stocks for execution |
– Basic package is $99 per month, premium $249 per month.
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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
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Dedicated software platform for backtesting and auto-trading:
– supporting daily/intraday strategies, portfolio level testing and optimization – best for backtesting price based signals (technical analysis) – build-in data for equities, futures and forex (daily US stocks from 1990, daily futures 31+ years, forex from 1983 etc.) |
– pricing from $45 / month to $295 / month (prices depends on data availability)
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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
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Dedicated software platform for backtesting and auto-trading:
– supporting daily/intraday strategies, portfolio level testing and optimization – best for backtesting price based signals (technical analysis), support for EasyLanguage programming language – support multiple data feeds (Bloomberg, Thomson Reuters, CSI, CQG, eSignal etc.), direct support for multiple brokers (Interactive Brokers etc.) |
– Multicharts &797 per year
– Multicharts lifetime $1,497 – Multicharts Pro $9,900 (Bloomberg & Thomson Reuters data feed etc.) |
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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 |
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Portfolio Analytics using high frequency market data:
– This product is for use of low, medium, high frequency traders/researchers. All computations are made using high frequency market data which benefits low and high frequency traders/researchers. – intraday backtesting, portfolio risk management, forecasting and optimization at every price second, minutes, hours, end of day. Model inputs fully controllable. – 8k+ market tick data sources since 2012 (stocks, indices & ETFs traded on NASDAQ). Clients can also upload his own market data (e.g.: Chinese stocks). – 40+ portfolio metrics (VaR, ETL, alpha, beta, Sharpe ratio, Omega ratio, etc.) – supports R, Matlab, Java & Python – 10+ portfolio optimizations |
– price on request at sales@portfolioeffect.com
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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
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Web based backtesting tool:
– US stocks and ETFs prices (daily/intraday), since 2002 – fundamental data from Morningstar (over 600 metrics) – supporting Interactive Brokers for live trading |
– currently free
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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
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Web based backtesting tool:
– up to 25 years data for 49 Futures and S&P500 stocks – toolbox in Python and Matlab – Quantiacs hosts algorithmic trading competitions with investments ranging from 500k to 1 million $ |
– currently free
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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
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Web/Cloud based backtesting tool:
– FX (Forex/Currency) data on major pairs, going back to 2007 – Second/Minute/Hourly/Daily bars – live trading compatible with any broker that is using Metatrader 4 as its backend |
– currently free
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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.
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EQUITIES LAB – Analyze, Build, and Use Alpha Generating Strategies:
– Quantitative Stock Screener and Backtester – 18,000 stocks covering the last 20 years, data comes from Morningstar, with macroeconomic data from Quandl – built-int formula and function editor |
– Basic Member – $35/Month, Charter Member – $50/Month, Professional – $100/Month
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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
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Free commodity and spread charts:
– composite commitments of traders (COT) – long-term historical data – volume & open interest indicator – term structure visualization – visualization of hedgers and speculators |
– free
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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
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Genovest: web based screener / backtester / charting / alert tools:
– 10 years daily financial and price data for US stocks and ETF’s – supports technical/fundamental indicators, custom formulas – fundamental alerts can be set up straight from a backtest or screen |
– free – save your work, limited rules, limited history
– $10/month – stock alerts, premade strategies, financial charts – $25/month – complete backtester – $50/month – full financial and price history |
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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
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MATLAB – High-level language and interactive environment for statistical computing and graphics:
– parallel and GPU computing, backtesting and optimization, extensive possibilities of integration etc. |
– price on request at here
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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
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Free open source programming language, open architecture, flexible, easily extended via packages:
– recommended extensions – pandas (Python Data Analysis Library), pyalgotrade (Python Algorithmic Trading Library), Zipline, ultrafinance etc. |
– free
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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 |
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Web based backtesting tool:
– simple to use, entry-level web-based backtesting tool to test relative strength and moving average strategies on ETFs |
– several types of strategies for free, complete backtesting functionality $34,99 monthly
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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
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Web-Based Tool – Free Stock Ratings, Seasonal Analysis, Charts & Fundamentals
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– Free + Freemium model
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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 |
