A portfolio backtest solution to minimize time-to-market

StarQube's Portfolio Backtest provides precise investment strategy validation through a user-friendly interface and comprehensive analytics. Built on our high-performance calculation engine that allows native point-in-time data integrity, the platform enables rigorous testing of investment hypotheses, factor strategies, and portfolio construction methodologies while avoiding classic overfitting pitfalls.


  • Backtest investment signals, model portfolios, optimization parameters etc.
  • Overcome effortlessly the classic traps of overfitting (look-ahead or survivorship biases) thanks to the natively point-in-time dimension of the database
  • Leverage the power of the database to execute backtests in a matter of seconds, instead of hours
  • Implement the validated strategy right away thanks to the full integration of the backtest engine with the portfolio rebalancing environment