retrolyzer.com allows anyone to execute advanced backtests on financial instruments such as stocks, ETFs, mutual funds, currencies and more without the need to create a framework, fetching and cleaning data, writing code or even having a machine to execute the tests. All of the tests can be executed from the web, even on a mobile device. It utilizes the Retrolyzer Framework and the BQL query language.
Retrolyzer Framework is a backtesting framework designed to be flexible, extensible and accurate in accounting all aspects which affects trading in the real world such as taxes, trading and management fees, bid-ask spread, market impact, margin costs and more.
BQL (aka Backtesting Query Language) is a newly designed querying language built to allow extremely simple yet very powerful backtests of financial instruments irrespectively of the actual framework used to execute the tests. BQL is a language and not an implementation, just like SQL is a language, supported by MyMQL, Oracle, MS SQL Server etc).
Yes and No. There are several great tools out there to run both simple and complex backtests. A few noteworthy ones are:
TradingView / pine: TradingView is the place to go for your charting needs. It also boasts a powerful language named pine which now has support for running backtests.
PortfolioVisualizer: Most often used for passive portfolio analysis on many asset classes going as far back as 1972 on a monthly resolution, and has an impressive collection of additiona analysis tools.
PortfolioCharts: Another portfolio analysis tool that uses a similar data set as PortfolioVisualizer and has a collection of briliant and unique visualizations on the data.
Quantopian: A full scale backtesting frame which allows users to write python based scripts to define and execute the tests.
Retrolyzer takes a unique place in this eco-system with the introduction of the BQL query language to allow high expressibility with high simplicity.
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