OneMarketData Unveils OneTick Strategy Backtesting Platform

OneMarketData Unveils OneTick Strategy Backtesting Platform
12.04.2016 09:45 am

OneMarketData Unveils OneTick Strategy Backtesting Platform

Trading Systems , Data , Market and Reference Data

 OneMarketData, LLC, a leader in tick data management and analytics, today announced the launch of OneTick Strategy Backtesting, a platform for strategy development and large scale backtesting. The platform is powered by OneTick, OneMarketData’s enterprise solution for data management and time-series analytics, and utilizes global multi-asset class market history available through the OneTick Cloud service.

Backtesting measures profitability as strategies are optimized – this could be targeting for profit factor, Sharpe Ratio, max drawdown or an equity curve to improve the quality of execution decisions. Historical datasets provide “what if” market conditions as strategy parameters are varied.

OneTick offers a fully featured strategy development and large-scale backtesting platform for the most discerning quant, allowing them to:

·        Evaluate alpha or execution strategy logic against controlled market replay

·        Vary and optimize strategy parameters

·        Compare strategy instances using pre-defined and custom statistical measures

·        Exchange simulator matching engine

·        Ensure robustness of strategy logic

·        Customize dashboards to plot/chart results

Combined with the OneTick Cloud, a solution for on-demand access to global tick data history, OneTick Strategy Backtesting is offered as a hosted service or can be locally deployed. OneTick Cloud provides firms with the ability to aggregate, normalize and analyze large volumes of data, including Morningstar global tick data, using OneMarketData’s enterprise data management software, OneTick.

The solution offers complete flexibility to meet client needs, and can be combined with basic historical data access and comprehensive tooling for the construction of custom strategy analytics, simulated order flow, and PnL statistics. Clients will have the option to subscribe to more than 150 markets offering more than ten years of history (both level one and full depth of book) along with reference data, corporate actions, earnings and event dates.

“OneMarketData’s flagship product, OneTick, is a premiere solution for providing quants with the ability to manage and analyze market data,” said Leonid Frants, CEO of OneMarketData. “Analyzing historical time-series data forms the basis of backtesting trading strategy profitability. OneTick Strategy Backtesting offers the tools for quant traders and quant researchers to build and test better trade models.”

Related News

Cloud9 and SteelEye Partner to Address Voice Trading Compliance Challenges amid Remote Working Conditions

Cloud9 Technologies (“Cloud9”), a leader in cloud-based communications, has integrated with SteelEye, a leading regulatory technology and data analytics provider, to offer the... Read more »

Reuters Events Discuss the Resilience of the Energy Market Through Volatility

Reuters Events will be hosting a free online webinar series focused on commodity trading and commodity value chains.

The energy industry has never seen a year like it.... Read more »

Newfound launches virtual fintech trade mission to stimulate economic growth in UK and Australia

Global expansion specialists Newfound today announced the first ever virtual fintech trade mission between the UK and... Read more »

IPC’s Connexus Cloud ecosystem continues expansion with linkage to London Metal Exchange

IPC, a leading global provider of secure, compliant communications and networking solutions for the global financial markets community, announced today its... Read more »

Cloud9 Chooses OpenFin to Empower “Virtual Trading Desks”

Cloud9 Technologies ("Cloud9"), a leader in cloud-based communications, has partnered with OpenFin, the operating system (OS) of finance, to streamline the deployment of Cloud9... Read more »

QuantHouse to provide TSL machine learning capabilities as part of the QuantFactory cloud backtesting suite

QuantHouse, the global provider of end-to-end systematic trading solutions including... Read more »

Free Newsletter Sign-up
+44 (0) 208 819 32 53 +44 (0) 173 261 71 47
Download Our Mobile App
Financial It Youtube channel