About Backtester

» Wizard Interface

» Analytics

» More Analytics Details

Backtesting is the process of testing an investment strategy over prior time periods by using historical data. The Backtester application is a simple backtester developed to reinforce academic investment concepts without the complexities and the costs of a commercial backtesting product.

Backtester has two major functions:

• Setting up and running a backtest and
• Analyzing the results of a test.

Students create an investment strategy by using Backtester's wizard interface. The wizard guides students through the process of defining a backtest's attributes that will be saved and executed at the user's convenience. Once the test has been run and results have been generated, the students can use various analytical tools to review their outcomes.

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