Software
Collection of Reusable Code to Develop and Test Your Investment Ideas.
Provides a highly customizable interface to retrieve, structure, and transform financial data from multiple data providers. Users can define the desired provider, date range, frequency, and type of data.
The output is a clean, daily time-series dataset that preserves a point-in-time structure suitable for backtesting and empirical research. It also supports custom calculations and column selection, enabling users to tailor the dataset to specific modeling needs.
Designed to provide a transparent and reproducible environment for testing portfolio strategies over historical data. It supports custom rebalancing logic, dynamic weight allocation, execution price configuration (e.g., VWAP, adjusted close), and commission modeling.
The engine separates concerns between data input, order execution, portfolio valuation, and performance tracking, allowing users to plug in their own decision-making models while maintaining control over capital management and trading assumptions.
Backtest Engine
Attribution Analysis
Allows analysts and researchers to decompose portfolio returns into meaningful sources of value added. It supports return attribution across sectors, industries, factors (e.g., valuation, quality), or custom-defined groupings.
Compatible with both absolute and relative performance contexts, the tool provides granular insights into allocation effects, selection effects, and timing contributions. With flexible input formats and support for cross-sectional and time-series views, it integrates smoothly into the broader research and portfolio evaluation process.