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
Multi-Asset
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
