Software for Pair Trading Backtesting

M

Metis

Hey ,

I´m looking for a platform where one can do Pair Trading Backtesting.

The one´s I tested only offer hardcoded stuff.

What i want to do is do a Backtest over say a portfolio of 100 Spreads and show the combined results.

While Multicharts offers "Portfolio Backtesting" it doesn´t seem to be possible to either use a synthetic Pair as a dataseries input or root orders to two ( or more ) symbols from one "strategy".

I´d really appreciate any help and would be willing to share results / development progress.
 
Contact Stealth Alerts. They offer a terrific pairs model in their Stealth Quant product that I use, as well as a correlation coefficient module. They also offer a Stealth Client product for tick by tick stock screening. www.stealthalerts.com
 
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