We are working on an easy, yet powerful platform that allows you to test out your own non-discretionary algorithmic trading strategies. If you're interested in algorithmic trading (or technical analysis as it's also known), we think you're going to love what's coming. An initial cloud hosted version will allow you to define your own trading models and then backtest against years worth of data. We are starting with FX currency pairs and with FX you can backtest down to tick level. A simple yet powerful rule editor allow you to easily enter the parameters needed to test you specific model parameters and these can then be adjusted as you refine your models. A collection of charts with technical indicators will help you to focus on initial parameters that you'd like to evaluate; finally an 'optimiser' process will attempt to fine-tune it by re-running backtests to seek out the best parameters for your preferred risk / reward profile.
Details of just some of the features are...
Although initially cloud based, a VPN or downloadable version will give you ultimate flexibility over where and when you run your backtests.
Have an idea while you're on the move ? No problem ! With our cloud version you can initiate a backtest simulation and see the results on your smart phone or tablet.
After completing a backtest simulation you'll have the option of choosing whether to launch an automated optimiser to try and improve the risk/returns profile of your model. more
With just a few clicks of your mouse (or taps of your finger) you can start a backtest run against any of our available instruments. Then all you have to do is wait a few minutes for the results !
We'll be starting with FX currency pairs but depending on demand we plan to expand to cover equity markets as well. (With FX you'll be able to test down to tick level)
You'll be able to choose from multiple chart options including standard pricing options (Close, OHLC, Candlestick etc) to selecting technical indicators to help you fine tune your models
A powerful yet simple query language has been created so that you can use everyday words and sentences to construct your algorithm. This makes it quick and intuitative to first create and then test out an algorithm. more
A list of statistics are available to analyse after each backtest simulation. Net profit, profit factor, largest winners / drawdowns and net profit as a percentage of drawdown etc. are all available
Initially we'll be launching a cloud based version but we plan to allow you to either run your own dedicated version in the cloud (in your own virtual private network or VPN) or that can be downloaded and run on your own computer. With our cloud version you will benefit from our dynamic cluster environment to run large backest simulations at blistering speed. We know that some of you may prefer to backtest on your own hardware or on your own cloud based VPN; so based on feedback and interest we plan to extend our offering beyond just the initial cloud version. With any downloaded version, whilst you won't be able to benefit from some of the features available in the cloud version, if you are after complete discretion of your model parameters, this version will be for you.
When a simulation has been completed, you'll have the option of launching an 'optimiser' on it. This will allow you to select which risk and return variables you would like to optimise before launching a series of automated simulation runs with differing model parameters. This means that from your initial model idea, the optimiser can help you target the parameters that give you risk / reward balance you are seeking.
Note: Initially this will only be available in the cloud version.Detailed information
Our first release will allow you to backtest against many FX currency pairs. Depending on feedback and user demand we could extend this to cover other markets as well. With the FX rates we currently have available, you can test your algorithm down to tick level going back to 2008.
We have created a new query language so that you can design your algorithm using simple human words and sentences rather than having to know a computer language (or be a quant !). After seeing just a few samples, we're sure you'll find its both simple enough to understand whilst also offering almost complete flexiblity in how you construct your algorithms. Click the button below to see a detailed example.Detailed information
We have designed AlgoReplay so that when used in the cloud, the available compute power will dynamicaly scale up and down based on demand. Add to that the fact that, for FX prices, you can test down to tick level, means that just a few years worth of data has tens of millions of tick points. To backtest all these ticks in a reasonable period of time means we distribute the backtest across a series of servers all working together. The end result is that it takes just a few minutes to analyse many years worth of tick data (based on a trend following / reversal model).
We'll be starting with charts that show you the price performance using standard charting types (Close, OHLC, Candlestick etc) but we'll be extending them to show multiple technical indicators. After the technical indicators are added, we have a number of additional chart related ideas that we think will help you to really focus on fine tuning your strategy.
We will be inviting people to join our group of pilot users. If you are interested in joining us and be one of the first to use what we're working on, we would love to hear from you. Please fill out the form below with your preferences and we'll be in touch. (We will not share your details with any third party).
If you are interested in joining us in an investor or partnership capacity, please click here.
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