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.
Hi, you are welcome to take a look at this FAQ discussing spread/pair trading strategy development with OpenQuant http://www.smartquant.com/forums/viewtopic.php?f=64&t=6566 Cheers, Anton
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. www.stealthalerts.com