Trading Strategies Tester

Our company led the development cycle of a Trading Strategies Toolbox (data analysis, out of sample testing, modelling, 3D optimisations, robustness cheking, stress-testing, portfolio level testing). We made a complete service range of teaching (i.e. franchising our "know-how") the client's existed team.

Created from the scratch a system for a mid-term US equity long/short trading with ranking and robustness tests, model robustness validations, real-time risk and performance monitor with alert system, original diversification system for multi-strategy/portfolio modeling, and report generation web tool for multi-portfolio tracking.

Written in Java. Contains important development blocks like data preprocessing, SQL database, model run backtesting, out-of-sample testing, robustness check, web-based GUI to perform the backtesting, optimisation toolbox, monitoring system, annual, components and sectorial breakdown, different portfolio rebalancing methods, deep analytical blocks.  

You can use this system to test your own trading idea from the scratch and to make sure, that it passes all necessary requirements, like smoothness, like predictability or robustness.