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Stress Testing Algorithms?

I was thinking about ways a potential money manager could advertise and market a particular trading algorithm. Is there a site or even a feature on here that will put my algorithm through a series of scenarios ( Worst, Best, Edge case scenarios). The results would ideally be standard and come with a hash that can prove that the page came from an authenticated server.

3 responses

You can do something like that here.

In your algorithm, choose a long time range. Click the "full backtest" button. When it finishes, click through all the tabs on the left-hand side. You'll see all sorts of rolling statistics, timeframes, and windows. That's going to be a lot of you best/worsts.


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The Quantopian research platform also allows analysis of backtest results, via get_backtest(). However, if you are looking to attract real money, my sense is that you'll need a real-money track record that matches your backtesting.

Grant, I agree. Past stress test performance will only be skin deep if not coupled with a real track record. Otherwise it will seem as though the algo was tailored to put up with past events and occurances while future mitigation wont be the same case.