Optimize Strategy Profitability
Research the quest for knowledge, an empirical investigation to discover the truth, establish factual evidence opinion aside, to solve existing problems and provide insight into new theories. With technological automation advancing rapidly the need to understand market dynamics, market micro-structure, the influences of geopolitical economics and central bank policy is more important than ever. The tumultuous market turmoil from events such as Knight Capital’s software glitch has sent jitters through market participants and motivated a renewed interested in strategy testing.
Backtesting is to measure profitability as strategies are optimized – this could be targets for profit factor, Sharpe ratio, max drawdown or an equity curve to improve the quality of execution decisions. Historical data sets provide “what if” market conditions as strategy parameters are varied.
Analyzing historical time series data is to use observations from the past to characterize data relationships. Those historical relationships can explain future developments with an assumption that the future behaves like the past. This forms the basis of backtesting trade models.
One Tick provides a fully featured strategy development and large-scale backtesting platform for the most discerning quant:
- Evaluate alpha or execution strategy logic against controlled market replay
- Vary and Optimize strategy parameters
- Compare strategy instances using pre-defined and custom statistical measures
- Exchange simulator matching engine
- Ensure robustness of strategy logic
- Customizable dashboards to plot/chart results
- Built-in high precision analytical library for algorithm design
- Built-in support for common performance metrics of P&L, Position management and other statistical measures (Sharpe Ratios, Drawdown) and extensible for user-defined statistics
- Built-in exchange simulation (i.e. matching engine)
- Support for large-scale historical ‘what-if’ analysis with generic search optimization
- Leverage our hosted service complete with over 10 years of global equities and futures level 1 and level 2 market history
- Unique, detailed and precise analysis for design and large-scale test of strategy algorithmic logic
- Enhanced insight into execution performance and profitability across numerous statistical measures
- Flexible and comprehensive solution to design, test and measure profitability for alpha and execution strategies
- Low Total Cost of Ownership
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