Backtesting

Built on top of Northfield's Open Optimizer, this client-server application automates and facilitates the process of setting up and running a back test.  With an intuitive Windows GUI, this application will allow the user to create new backtesting projects, manipulate existing projects and view pre-formatted individual and aggregate reports.  

As a component of BOA, features include

  • Provides connectivity to multiple databases, including Factset's Vision
  • Accommodates conditional user input values and files
  • Enables user to select frequency for return calculation
  • Provides background processing capabilities
  • Generates customizable, analytical reports at the aggregate and account level
  • Enables user to set optimization parameters for any given date over a time series
  • Provides unparalleled ease of use

For more information, please take a moment to complete the information request form

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