4
$\begingroup$

I am running a project to compare features of different backtesting software.

A viewpoint to touch is on whether pricey software come with better characteristics/results thus justifying a higher price.

For the purpose, it would be great to compare some free backtesting software and see how these relate.

Anyone who can suggest any free one?

$\endgroup$
7
  • 2
    $\begingroup$ Quantopian's Zipline product $\endgroup$
    – Alex C
    Sep 20 '19 at 17:12
  • 2
    $\begingroup$ QuantConnect is worth checking out. Similar to Quantopian but in addition to Python you have the option of using C# and F# as well. quantconnect.com $\endgroup$
    – amdopt
    Sep 20 '19 at 17:45
  • 1
    $\begingroup$ You should definitely check out R: blog.ephorie.de/backtest-trading-strategies-like-a-real-quant $\endgroup$
    – vonjd
    Sep 20 '19 at 22:44
  • $\begingroup$ Thanks all! What about not historical backtest, rather bacjtesting on random subsamples (cross validation fashion)? $\endgroup$
    – Vitomir
    Sep 21 '19 at 8:17
  • $\begingroup$ Depends a whole lot on what products you want in your strategy too. Zip line is mostly equities and not super good for futures for instance and would not be able to do options. It is also event based rather than fixed frequency. $\endgroup$
    – NBF
    Sep 21 '19 at 17:15
1
$\begingroup$

Statmetrics (www.statmetrics.org) is a free Android app for quants and supports backtesting for multiple portfolios.

$\endgroup$
1
$\begingroup$

Backtesting.py framework, written in Python, has got a simple API and provides quick, interactive results. It's free and open-source.

backtesting.py backtest visualization

$\endgroup$
1
  • 2
    $\begingroup$ All your answers are related to this framework. Please disclose your affiliation in all those answers so that readers are aware of your connection to this project. $\endgroup$
    – Bob Jansen
    Jul 16 '20 at 12:24
1
$\begingroup$

enter image description here

PyInvesting allows you to backtest your investment strategy without writing a single line of code:

  • Simply fill in a form specifying your backtest details
  • Create signals using both technical and fundamental data from 2006 onwards
  • Backtest your prefered investment strategy (Relative Strength, Fundamentals, Moving Average and Strategic Allocation)
  • Performance analysis is a breeze with our clean and beautiful user interface
  • Extensive coverage of instruments (stocks, ETFs, FX and Crypto) across multiple exchanges
  • Allows you to go live and profit from your investment strategy where you will receive daily email updates about any live orders.

Disclaimer: I’m the founder of pyinvesting.com, a backtesting software for stock market investors.

$\endgroup$
1
$\begingroup$

Question has been discussed elsewhere. Zorro and Turing Trader are the two free backtesting engines I know of. As to which is "best" - depends on how you define "best".

$\endgroup$
0
$\begingroup$

This option is not exactly free, however I thought it was worth mentioning.

Year ago you had to pay fees for using Tradestation, like $100 per month or something like this, now there's no charge. Although you must open an account (I don't recall the account minimums).

You do have to pay a small monthly fee for certain data feeds (i.e. Futures), although can you can always import your own 3rd party data. They have some of the most mature backtesting software, including Walk-forward optimization.

If you do use their data network, you have access to 1-minute bars, seconds, ticks. You can also run standard parameters optimizations, and you can run it inside of Windows VMs if your a Mac user. You can also scale it across multiple machines in offline mode, which is powerful if you want to run optimizations in parallel.

To code your strategies, you must use EasyLanguage. There's also the Optimizations API, where one option allows you to provide a XML file with the optimization parameters that you want to run.

For years I resisted Tradestation for various reasons, but I finally caved and now have learned to love it. Its very powerful if you know how to use it.

$\endgroup$
0
$\begingroup$

Try www.infertrade.com its completely free, very simple and accurate tool. I am sure you love it.

New contributor
Muleta Argaw is a new contributor to this site. Take care in asking for clarification, commenting, and answering. Check out our Code of Conduct.
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.