Software for Pair Trading Backtesting

Discussion in 'Trading Software' started by Metis, Jul 1, 2011.

  1. Metis


    Hey ,

    I´m looking for a platform where one can do Pair Trading Backtesting.

    The one´s I tested only offer hardcoded stuff.

    What i want to do is do a Backtest over say a portfolio of 100 Spreads and show the combined results.

    While Multicharts offers "Portfolio Backtesting" it doesn´t seem to be possible to either use a synthetic Pair as a dataseries input or root orders to two ( or more ) symbols from one "strategy".

    I´d really appreciate any help and would be willing to share results / development progress.
  2. 1strader


    Contact Stealth Alerts. They offer a terrific pairs model in their Stealth Quant product that I use, as well as a correlation coefficient module. They also offer a Stealth Client product for tick by tick stock screening.