Strategy Back-Testing

Multi-Asset Strategy Back-Testing

FlexTrade’s Strategy Back-Testing framework is designed to gauge and adjust the performance of past trading strategies for real-time use in trading equities, FX and futures.

Strategy Testing

Back-Test, Update & Deploy Trading Strategies

Speed & Performance

Back-Test a Day’s Worth of Data in 30 Seconds; A Year in Less Than a Day


Handles Equities, FX & Futures

Key Features & Benefits

  • A fast framework designed to allow traders to test an unlimited number of financial instruments in parallel
  • Testing for single security, cross asset, multi-leg and portfolio-based trading strategies
  • A flexible fill simulation module for traders to tailor the exchange simulation logic to their target market
  • The ability to replay past orders alongside market data and track the algo performance under various market conditions
  • The ability to replay Top-of-Book and Depth-of-Book Market Data
  • Unparalleled speed in back-testing data — one day in 30 seconds; one year in less than a day
  • Available via the FlexTRADER EMS and FlexOMS trading platforms

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