Is there a website where I can backtest the historical performance of a long/short trade (for example, long $1k google against short $0.5k ibm, at constant ratio)? I want to see the historical equity curve and return. Thanks.
Portfolio Visualizer has a "backtest portfolio" function. The only issue is that you need to be net 100% long or net %0 long. You make the long stock +100% allocation and the short stock -100%.
I need to make a market neutral trade so it needs to be a fixed ratio long/short allocation. PV probably won't do it.
Hi Cyrix, I doubt that you will find a web-based tool meeting your requirements. But there are a bunch of free-to-use backtesters out there. I am the maintainer of TuringTrader, an open-source backtesting engine, which can certainly do what you want to do... if you can code in C#. It comes with full documentation and lots of sample strategies: https://www.turingtrader.org/ Cheers, Felix