Backtest

Fast historical testing of your ideas

The backtesting tool is designed to allow the historical testing of raw factors, or to simulate portfolio rebalancing to test portfolio construction including costs (both fixed and turnover related).

It leverages the FQL-based financial objects created by your team and the speed of the Qube database to give a typical running time of less than a few minutes.

Metrics and return distributions are available in the resulting report.

Screen Captures

Advantages

Fast backtests so that analysts can run more and focus on identifying value

FQL-based backtesting tool to avoid common mistakes such as look ahead bias