A Complete and Robust Set of Backtesting Tools

by Axioma, Inc. | Best Practice

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.

About Axioma, Inc.

Axioma is the leading provider of innovative risk-management and portfolio-construction solutions to financial institutions worldwide. With an emphasis on innovation, outstanding service and open-platform technology, Axioma gives its clients more choice, greater flexibility and increased performance.

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