QuantDesk® BackTester

Roll back time and simulate investment strategies

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Out of Sample Testing

Run out of sample simulations on Forecaster, Optimizer, HedgeFinder & Event Analyzer

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Point-in-time Database

Run simulations on a survivorship-bias free database

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Cloud-Based

Runs are processed in the cloud, which means you can iterate faster

Take your strategy through a historical test drive

Our tools enable you to build a strategy by combining our modular algorithms such as scanning, forecasting, optimizing and hedging. After defining the strategy you can test over critical market periods using a realistic market simulator.

Find Strategic Entry and Exit Opportunities

Backtest simulation not actual performance. Past performance is no guarantee of future returns.

  • Easy to use interface for defining a strategy
  • Scan and filter equities before simulated trades
  • Access to Machine Learning-based forecaster
  • Mean Variance Porfolio Optimizer
  • Hedge finding
  • Access to survivor-bias free data on over 38,000 equities
Automatically adapts to a changing market
Automatically adapts to a changing market

Realistic survivor bias free simulation

Our back tester can stress test your strategy in realistic market conditions. One key advantage of Lucena’s infrastructure is our use of survivor bias-free data. That means our simulations include stocks that were delisted or removed from indices.

Most back testing features offered by others do not use survivor bias-free data. The implication is that simulated strategies may have artificially inflated returns because they do not test with stocks that have been delisted.

Powerful, robust simulations

  • Over 500 macroeconomic, fundamental and technical indicators
  • Survivor bias-free data
  • Historical data back to 1985
  • Over 38,000 equity histories, including delisted stocks
Price Forecaster has access to a broad set of data and is built using powerful algorithms

Backtest simulation not actual performance. Past performance is no guarantee of future returns.