Custom-built Backtesting Software for Traders
We create custom-built backtesting software in languages like C++ and python for individual traders and institutions to backtest and optimize their strategies.
This includes strategies on equities, FX, options, futures and cryptocurrencies like Bitcoin.
While many exchange/brokers have some built-in functionality (for example for backtesting), it’s going to be limited in scope. For one thing, when doing data analysis and machine learning to find profitable signals, you may wish to use a large amount of data external to the exchange. For another, in order to backtest a strategy you first have to implement it. For more sophisticated strategies, these high-level interfaces will not suffice and you’re going to need to write computer code. For example, technical analysis patterns are actually non-trivial to implement in code, particularly since the trader may rely somewhat on intuition and not know exactly how to make the signal precise.
Furthermore, any pre-existing commercial software for algo trading is likely to be very expensive, very complex to set up, and inflexible. In order to provide the necessary flexibility, it would have to allow you to incorporate your own code. But in this case, why not just get a custom application built in the first place?
And languages like python have an excellent selection of built-in mathematics and statistical toolkits which you can use both to design your strategy, and to backtest it.
So we recommend getting software custom built for your specific needs and application. All major exchanges these days allow you to use coding languages like python to grab data which can be used in your backtest, and automate the posting of buy/sell orders. We create bespoke algo trading software to allow you to
Backtest your strategy against historical data
Optimize the parameters of your strategy to maximise profitability
Automate your strategy to automatically post buy/sell orders to the exchange
Whether you’re a lone day trader looking to test your strategy, or a sizable organisation looking for get your feet wet with algorithmic trading and machine learning, our cloud-based quant consulting service has got you covered.
In fact, we offer a wide range of quant (quantitative finance) consulting services including algo trading, derivative pricing and risk modelling. We also offer more general mathematical and algorithmic consulting services.
Visit our consulting website
