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jvader
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Joined: April 28th, 2018, 10:41 pm

Off the shelf backtesting software for forex, rates

May 12th, 2018, 10:19 pm

Hi Quants, 

Is there an off the shelf backtesting package (matlab or python or subscription based websites) to load multi_asset portfolios and backtest results?

Thanks in advance!
 
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Joined: February 21st, 2010, 12:58 pm

Re: Off the shelf backtesting software for forex, rates

May 26th, 2018, 4:38 pm

What package(s) have you already found/tested? What specific features do they miss? 
Did you try out BT, suggested by quantstart?