I have been backtesting with tradersstudio for a few months. The platform is heavily focused on backtesting a portfolio of instruments and associated money management features. I chose this platform since portfolio testing is currently a limitation in tradestation. The customer service has been excellent. I would appreciate any other comments and/or experiences with backtesting platforms that can perform portfolio testing. thanks!
I've been using Mechanica standard edition since it's release and before that it's predecessor, Trading Recipes. I've found it to be an excellent tool. The current beta release allows testing of mean variance optimisation if that's your thing. Is there anything in particular you're interested in knowing?
Please have a look at the following threads, they might help you: http://www.elitetrader.com/vb/showthread.php?s=&threadid=104393 http://www.elitetrader.com/vb/showthread.php?s=&threadid=108534 http://www.elitetrader.com/vb/showthread.php?s=&threadid=120954