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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
•Glossary
•F.A.Q.
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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