Recommend software and Data provider : Backtesting using technical and fundamental

Discussion in 'Data Sets and Feeds' started by hanhao, Nov 5, 2011.

  1. hanhao


    Recommend software and Data provider : Backtesting using technical and fundamental analysis

    I am looking for a set of software and data provider to do backtesting using both technical and fundamental analysis

    I was using tradesim previously but find that it is inadequate to handle fundamental analysis.
    I am looking to backtest entry and exits with both technical and fundamental data such as trailing PE, Price/Book

    If even more so possible, I would like to use more advance data like
    , Interest cover , account receivables, sector , dividends, EPS , Debt To Equity Ratio, sector average PE

    Currently looking at OpenQuant( Automated Trading Strategies Development Platform ). Is it a good software for my project objectives? Doesnt seem to support fundamental data

    could anyone point me in the right direction on which software to use combined with which data provider to go for?

  2. What's your annual budget for software and data?
  3. Mr_You


    NinjaTrader and their IQFeed-based datafeed called Kinetick.
  4. sf631


    I'm just switching to OpenQuant now (not fundamentals-based) and think it's good but NOT for what you're looking to do.

    The experience I've got most experience with is WealthLabPro, which is *excellent* for fundamentals data and comes with a built in / free fundamental data feed from Fidelity (US account holders only). Not sure how it works if you're outside of the US (you can buy the s/w but don't think you can get the Fidelity data, not sure on this).

    It's head-and-shoulders above on integration of fundamental data into strategies

    My 2 bps