United States and Canada: +1 212-991-4500
Europe: +44 20 3170 8745
Asia: +852-8203-2790
Europe: +44 20 3170 8745
Asia: +852-8203-2790
Axioma Backtester™
Key Features
- Reports returns statistics "after transaction cost" for strategies with an "After Transaction Cost Budget"
- Tests even the most complex strategies over time
- Tests the quality of new portfolio ideas
- Implements and tests strategies based on internal, third-party or Axioma-provided data
- Imports expected returns, alphas or rankings to run your backtest over any timeframe
- Overcomes infeasibilities that would otherwise stop the backtest by using Axioma's constraint hierarchy feature
- Reports results faster for quicker modification and improvement of your strategy
- Reports results with flexibility, at the cumulative or period-by-period level
- Addresses your toughest questions, whether you're a quantitative or fundamental manager:
- What is the effect of increasing or decreasing my turnover limits?
- How can I get more return out of my rankings?
- How can I test my investment process over time? Does my strategy perform better in certain market cycles?
- Which risk model is best for my strategy?
- Is the performance coming from one particular period, or is it consistent through time?
- Can robust optimization improve my investment process?
- What advantages does the Axioma Alpha Factor™ method provide? Does it improve information ratios for my strategy?
