Systemathics approach to Backtest and simulation is quite natural and straightforward.
The Backtest Engine is designed to ensure an event-driven market replay by:
- tracking the exact same live trading workflow using an innovative code invariant approach
- keeping processing time and operational risk under control
Backtest trading models; from low to high frequency strategies.
By using the same source code for backtest, paper trading and production, you will reduce the elapsed time for implementation project as well as the associated operational risk.
Run stress testing to determine the stability and the safe usage limits of the trading algorithms.
Export comprehensive post trade data sets for easy analysis using ubiquitous applications.