Industrial-Grade
Backtesting
Stop rewriting code for production. Our unified backtesting runtime supports vectorized discovery and event-driven verification with the same strategy logic.
VectorBT Pro Integration
Leverage the power of VectorBT Pro for ultra-fast vectorized backtesting. Run millions of strategy permutations in seconds to find the optimal parameters.
HFT & LOB Simulation
Tick-level simulation with Limit Order Book (LOB) replay. Accurately model market impact, latency, and queue position for high-frequency strategies.
Scenario Perturbation
Stress test your strategies with market shocks and synthetic data. Analyze how your strategy performs under extreme volatility and liquidity crises.
Walk-Forward Validation
Combinatorial purged k-fold cross-validation to prevent overfitting. Automatically identify when a strategy has 'decayed' and needs recalibration.
ML-Aware Backtesting
Deep integration with our ML framework. AlphaBacktestExperiment allows for seamless testing of model-driven signals with full lookahead bias prevention.
HFT & Order Book Fidelity
For high-frequency strategies, AlphaSwarm integrates hftbacktest to provide microsecond-level simulations including latency modeling, queue position, and market impact analysis.
Walk-Forward Optimization
Automated walk-forward anchored and rolling windows to identify and mitigate overfitting.
Risk Model Parity
The same RiskLimits code used in backtesting is used in live execution, ensuring zero-drift deployments.
Supported Engines
- vectorbt-pro Integration
- hftbacktest LOB Simulator
- Walk-Forward Analysis
- Latency & Queue Modeling
- Strategy-to-Spec Serialization
- Monte Carlo Simulations