Backtesting Software

Each month, data in.csv format is retrieved from a third-party fund analytics platform or backtesting software. This data is in TR format expressed as numerical values, which represents the % total return of all funds in the spreadsheet on a row by row basis. Here each row represents a date. For monthly data, this process is done once a month and updates the spreadsheets. Portfolios are run in Monthly data frequency because it is very time consuming to perform this run weekly.

Usually funds are grouped by 4 Sub Portfolios. Each month, the data is copied from the above spreadsheets into the relevant Sub Portfolio worksheets in the Fund Filter document. In the Fund Selection Filter document, there are certain programmed rules, which are based on indicators with parameters settings.

Then manually names of the top 5 funds are added in each Sub Portfolio. Various indicator and filter outcomes from the Fund Selection Filter will be added into an excel document which can be called as called as Manual Backtester. This data then is copied into the Data Fund Indicators page of the backtester document. All the fund names will be entered here, will display automatically into Data-IN-Fund TR1 page in the following date/row. Then manually TR1 data is entered for that fund for that date.

In various rows, the user can determine test specific entries, such as Start Value, Cost and charges etc. It may also be specified as a test start and end date. The test must begin on the first of the month and end on the final day of the month.

Backtesting Results in Software

The results of the test can be shown in Portfolio Results Summary in specific rows such as Net Returns Analysis and Trade Analysis.

It is possible to export the test results for each Sub Portfolio and the whole Portfolio in chart format in.csv. The top 5 funds in each of the Sub Portfolios are represented on this chart by their charting continuing values.

Finally, a test will be conducted to produce a final document named with Backtest Results + CHARTS. The two Load Test pages will eventually provide a record of the outcomes of every manual test run. This results analysis and Stats analysis are calculated automatically from the Test Results entered.

Ideally, this whole process is automated for the better and fast results. The top 5 fund information loaded from the Fund Selection Filter are displayed in the Backtester document. If this is thoroughly tested, it will reveal a distinct set of guidelines and criteria that may result in a different top 5 funds. The Backtester may then be manually updated with the historical data for these new top 5 funds.

We will work with you to create a custom backtesting software if you wish to automate the aforementioned process. It has the Admin Interface and the User Interface as specified in the Related Links section of this page. You can go through it and send us your requirement accordingly.