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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?

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    $\begingroup$ Quantopian's Zipline product $\endgroup$ – Alex C Sep 20 '19 at 17:12
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    $\begingroup$ 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
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    $\begingroup$ 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
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Statmetrics (www.statmetrics.org) is a free Android app for quants and supports backtesting for multiple portfolios.

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