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.
Vectorized Backtesting Optimization Results
HFT & LOB Simulation
Tick-level simulation with Limit Order Book (LOB) replay. Accurately model market impact, latency, and queue position for high-frequency strategies.
HFT Backtest Tick-level Replay UI
Scenario Perturbation
Stress test your strategies with market shocks and synthetic data. Analyze how your strategy performs under extreme volatility and liquidity crises.
Scenario Stress Testing Results
Walk-Forward Validation
Combinatorial purged k-fold cross-validation to prevent overfitting. Automatically identify when a strategy has 'decayed' and needs recalibration.
Walk-forward Analysis Heatmap
ML-Aware Backtesting
Deep integration with our ML framework. AlphaBacktestExperiment allows for seamless testing of model-driven signals with full lookahead bias prevention.
ML Model Backtesting Performance
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