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Trading Strategy Evaluator

Trading Strategy Evaluator

The Trading Strategy Evaluator is the final step in the backtesting process. It allows you to test your models' trading characteristics.

With the Trading Strategy Evaluator you can access your model's economic viability when subjected to real-world trading costs and limitations; perform sensitivity analysis to show how your model stands up to incensed commissions, slippage, and other costs; test the effects of timing strategies and cash positions on your equity selection model, compare the stocks selected by you model to the performance of the stocks you actually held during the test period and more:

Simulate historical performance of realistic quantitative investment strategies on the Long & Long-Short Side.
Rebalance using methods such as Equal Weighting, Market Weighting, Sector Neutral weighting & Optimization Weighting
Include trading costs including commissions and slippage
Limit the portfolio to a specific number of stocks for the portfolio, or a sector
Use custom calculated expressions/alphas for the buy rule, sell rule, and limiting items
Allows for the testing of multi-factor models in one simulation
For a trial

See also:

Backtesting Guide

For a Trial, demonstration or product information, please Request Product Information or call Tim Nyland, Director of Institutional Sales at 800-767-3771 x9455 or email at tnyland@zacks.com.

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