Blazing Fast Financial Backtesting For Tick Data Available Free Now
AuriQ Systems announces release of Pivot Billions integrated time series database and advanced trading simulation module for financial back-testing on large volumes of financial tick data.
PASADENA, Calif., Nov. 6, 2018 /PRNewswire-PRWeb/ -- AuriQ Systems has released their latest version of Pivot Billions to include an integrated time series database and advanced trading simulation module. These enhancements are intended for users who need high performance and highly accurate financial backtesting on large volumes of financial tick data.
In the world of algorithmic trading, a fundamental process in the validation of any trading strategy is the employment of backtesting. Backtesting lets you simulate trades against historical market data to see if your strategy would have been successful during a specific past period. A common problem with backtesting, however, is the sometimes glacial pace of running backtests on highly granular tick data for a period of more than just a few years. It is not out of the norm for a 10 year backtest to run from hours to days.
With the latest enhancements, users can run Pivot Billions and R to perform backtesting on complex financial models within a few seconds using tick data. The agile nature of Pivot Billions to be able to explore and enhance data along with the statistical analysis power of R allows anyone to be able to quickly run multiple iterations of different trading strategies.
"By backtesting with Pivot Billions and R, we were able to run millions of models quickly and accurately to find the most profitable strategies with reasonable risk. In simulations, these models resulted in 140% annualized net profit over a 5 year period," said Ko Ikudome, CEO AuriQ Systems.
AuriQ is currently offering these enhancements for free along with sample R scripts that demonstrate how to run the testing. To find out more, users can go to the Pivot Billions website, https://pivotbillions.com, and download the latest version or they can contact AuriQ to request an account for their cloud based service.
About AuriQ Systems, Inc.- Since its inception in 1996, AuriQ has been creating high performance data analysis solutions to make our clients' data more visible, accessible and actionable.
SOURCE AuriQ Systems
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