Backtesting PortfoliosWhen researching a trading methodology it is important to be able to combine several strategies into one portfolio, and to see how a strategy performs in comparison with other strategies in the portfolio over time. It is also important to have clear metrics on the performance of the overall portfolio. No other platform enables the range of portfolio testing that is found in Portfolio Maestro where you can:
Develop one or many strategies in a selected language
Create custom symbol lists for research and trading based on asset class, index composition, or any other user-defined criteria
Test strategies on multiple data sources, such as Bloomberg, TradeStation® 8, Interactive Brokers, eSignal, CSI, text files and others
Apply one or many strategies to the Symbol Lists and create a portfolio
Test on a single or range of parameter settings for the strategies on the portfolio over a period of time
Test any number of strategies or symbol lists across multi time frames (bar intervals) within the same portfolio
Test a strategy across a portfolio of multiple symbols and with the same or different bar intervals (daily, 60 minutes and 10 minutes)
Combine multiple trading strategies and multiple lists of symbols into portfolios and perform backtesting
Optimize the parameters of any or all of your portfolio strategies
Perform out of sample testing of your strategy
Run all of the above together within a portfolio simultaneously
Create detailed statistical reports and charts to analyze portfolio backtesting results
View the results in a selected currency by using integrated currency conversion with portfolio testing
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