Take your investment strategy through a historical test drive
What is Backtester?
The QuantDesk® Backtester enables you to travel back in time and backtest your investment strategy over time in different market regimes. The Backtester is designed to stress test your strategy in realistic market conditions. Some of the features the backtest supports are:
• Survivor bias-free data. Our simulations include stocks that were delisted or removed from indices over time.
• Robust and highly visual performance reports with detailed attribution and KPI analysis.
• Full support for transaction costs and slippage.
• Easy migration from backtest to a live strategy with one click.
The Backtester can combine any multiple modules from QuantDesk® and can simulate complex logic of real-life trade execution.