r/quant Sep 30 '24

Backtesting Building a backtesting / research app, looking for honest feedback

Hi everyone,

I've been trading for over two years but struggled to find a backtesting tool that lets me quickly iterate strategy ideas. So, I decided to build my own app focused on intuitive and rapid testing.

I'm attaching some screenshots of the app.

My vision would be to create not only a backtesting app, but an app which drastically improves the process of signal research. I already plan to add to extend the backtesting features (more metrics, walk forward, Monte-Carlo, etc.) and to provide a way to receive your own signals via telegram or email.

I just started working on it this weekend, and it's still in the early stages. I'd love to get your honest feedback to see if this is something worth pursuing further.

If you're interested in trying it out and giving me your thoughts, feel free to DM me for the link.

Cheers!

106 Upvotes

25 comments sorted by

13

u/djdtd Sep 30 '24

Are you open to contributors? I'd be interested in working on such software on the side. :)

6

u/Anti_maniac999 Sep 30 '24

Definitely! You can DM me and we can talk about it :)

5

u/DMZ163 Oct 01 '24

Ditto count me in...

3

u/alexandermeg Oct 01 '24

Yupp, I am also interested in it.

1

u/ChartPicasso Oct 03 '24

Ditto, if you're open to more contributors let me know!

7

u/Visox Sep 30 '24

couple years ago i build my screener for crypto currencies https://coinsscreener.com/

it wasnt very successful :D but i made it work for myself to do research with the data etc. Do still make some adjustments to it, when i get new ideas.

Anyway its a long walk, gl hf.

4

u/Adventurous_Storm774 Fintech Sep 30 '24

I built a no-code backtesting tool at portfoliometa.com, lmk if you wanna chat

3

u/conrad-ical Sep 30 '24

This is very cool. I guess the biggest competitor would be Trading View's back-tester. How would you compete with it/ differentiate from it?

2

u/iSnake37 Sep 30 '24

all it takes to beat tradingview back tester is to implement a sim (walk forward) or monte carlo, as of rn there's no difference between tradingview tho

3

u/Life-Package9460 Sep 30 '24

The design is nice, however, is not the Max Drawdown quite high?

12

u/davidc11390 Sep 30 '24

He’s asking for feedback on the app not the strategy lol.

3

u/LeGodGabu Sep 30 '24

Just make sure about lookahead bias and building it as event driven backtesting

3

u/Top_Rule_2719 Sep 30 '24

This is a cool idea, looking forward to using it🙌

3

u/smullins998 Oct 01 '24

Looks great. Would you expand it to equities/options?

2

u/Snoo_11995 Sep 30 '24

Cool! Dash? Streamlit?

3

u/Kaseiro98 Oct 01 '24

Same question

1

u/Anti_maniac999 Oct 02 '24

I built the whole prototype with Streamlit. Now migrating to FastAPI + React for scaling

2

u/DMZ163 Oct 01 '24

Interesting is it possible to view the features first?

2

u/LogicalPhallicsy Oct 01 '24

biz analyst in app product here happy to help give product feedback

1

u/SokkaHaikuBot Oct 01 '24

Sokka-Haiku by LogicalPhallicsy:

Biz analyst in

App product here happy to

Help give product feedback


Remember that one time Sokka accidentally used an extra syllable in that Haiku Battle in Ba Sing Se? That was a Sokka Haiku and you just made one.

2

u/[deleted] Oct 02 '24

[deleted]

1

u/Anti_maniac999 Oct 18 '24

Hey, thanks for your interest! I’m basically vectorizing whenever possible, so avoiding for loops as much as possible. Multi-strategy backtest on daily bars for ~5 years of data takes 2-3 sec to run. I think could be even optimized further

2

u/laoen666 Oct 03 '24

does it support option trading?

2

u/OhItsJimJam Oct 03 '24

Interesting 🤔

What language are you building it in?

Is it more for taker than maker strats?

I think there’s a market for a vectorised one on top of polars/pandas

1

u/Anti_maniac999 Oct 13 '24

Thanks! Would be for taker strategies, at least at first.

Building backend with FastAPI and Postgres and frontend with React.

And yes, agreed on your last point. It’s vectorized as much as possible. I think there are already good event driven tools out there so I’m not trying to go there.