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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?
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