Applied Research

A Complete and Robust Set of Backtesting Tools: The First Step in Overcoming the Many Challenges of Backtesting

Practitioners and academics test many investment strategies over various time horizons. This paper will discuss how to overcome a wide array of mechanical difficulties that can occur while completing a backtest. We’ll summarize the most frequent challenges that occur during backtesting and how Axioma solves for them, and we’ll look at a frontier backtest example that highlights Axioma’s comprehensive set of backtesting functionalities.

Author: Benjamin Lin, MBA

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