Timebend
Timebend is the most advanced backtesting and trading strategy development solution currently available on the market. Not only can it backtest equities and futures (including full Book), but what makes Timebend stand out from the crowd is the ability to run full backtests on equity and index options from real OPRA data that we provide (either full BBO, minute interval subsets or mid-day quotes).
Options backtesting is a non-trivial matter as there are a tremendeous amount of variables to take into account (strike conversions, spin-offs, special settlement options, strike listings/delistings, expiration settlement, assignments, dividends, stock splits, etc.) but Timebend handles everything for you automatically and there is nothing else like it!
Some of Timebend's Features:
- Ability to backtest equities, futures and options strategies
- Correctly handles corporate actions and various option specific events
- Multi-thread backtesting with blazing performance (e.g. 1 year of 5 minute interval options data can be backtested within 90 seconds)
- Realistic fill simulation (several modes, incl. book priority queueing)
- Detailed strategy performance and metric reports exported to Excel
- Built in .NET - ability to attach Visual Studio to easily debug your strategies
- Same object model and API calls as Obsidian API for seamless conversion from the backtesting infrastructure to a fully automated & ready to go trading system
- Flexible licensing terms for Funds & Institutions tailored to your backtesting requirements
- In-House Training available
