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QuantDesk® Backtester

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.

Lucena Research - Backtest your investment strategy

How Backtester Works

Select the module(s) you wish to backtest.

Identify the in-sample timeframe (start time and end time).

Set up constituents list, early exit conditions, allocation restrictions etc…

Execute backtest and inspect performance results.

Why use Backtester?

Scan and filter equities before simulated trades.
Forecaster: Access to Machine-Learning-based forecaster.
Mean Variance Porfolio Optimizer.
Hedge finding.
Non-biased: Access to survivor-bias free data on over 38,000 equities.
Powerful, robust simulations: Over 500 macroeconomic, fundamental and technical indicators.
Historical data back to 1985.
Realistic simulation: Stress test your strategy in realistic market conditions. One key advantage of our infrastructure is the use of survivor bias-free data. Our simulations include stocks that were delisted or removed from indices.

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