Advanced Investment Modeling Software
Easily create your own rotation strategies using your basket of securities and our proprietary volatility-based algorithms and hedging options to create custom investment strategies that capture momentum while managing risks. Perfect for investment advisors, family offices, hedge fund managers and advanced private investors. Download today to start developing your own intelligent portfolios.
Try our Strategy and Portfolio Backtesting Software QuantTrader for free!
QuantTrader is our proprietary backtesting software used to calculate and backtest the Logical Invest strategies. The software can be licensed, which will give professional investors several advantages over the monthly Logical Invest strategy emails.
- Flexible data interface: Daily automatic download of the ETF/Stock intraday and closing prices
- Visual strategy backtest performance: Quick performance charts and detailed statistical information of your asset allocation backtest.
- Performance logs and ranking logs can be exported in excel format for further reports or analysis.
- Every day the optimum asset allocation is indicated. This allows trading strategy rebalancing whenever you want. This way, you can for example rebalance before the official end of month rebalancing.
- It is very simple to change strategy and portfolio backtest parameters. This way an investor can fine-tune his risk return profile. It is for example simple to limit volatility of a strategy to a certain level (for example 5%)
- All Logical-Invest strategies and many more single and meta systems are included in the license. New models can be easily built and tested. With a click, you can duplicate existing strategies and change ETFs and parameters to get a new strategy. If necessary Logical Invest will advise you on how to do it.
- All ETFs available from Yahoo finance can be used to build new strategies.
- The QuantTrader Community forum is based on share and receive back
- The full license includes a one hour training session.
Strategy and portfolio backtesting systems
There are plenty of stock backtesting software out there: Thinkorswim, Zipline, MT4, Amibroker, Wealthlab, TradingBlox, NinjaTrader, or Multicharts to name some of the popular ones. And there are web many applications such as Quantopian, QuantConnect, ETFReplay, or Portfolio 123. And then there are many programming languages in which you can code your own backtesting system like Python, C#, C++, R, and good old Visual Basic in Excel.
So why did we develop our own backtesting software?
Simple. After having tried out most of the above solutions, we found none of them allowed simple, code free, robust and, most importantly, fast backtesting of both single trading strategies and investment portfolios.
Backtest strategies of ETF, stocks, mutual funds, forex, futures
Most of the backtesting applications in the market are rather designed for single stock trading, or with a very narrow focus on forex trading. Being enthusiastic about ETF trading strategies we needed a platform to support a full portfolio backtest, that is a robust implementation of our quantitative rules, flexible data and prices interface, and the option to quickly try out different asset classes. QuantTrader allows you to select the ETF, stocks, mutual funds, forex, futures, and any other financial instrument with publicly available pricing history. The you decide for one of the 8 ranking algorithms based on momentum and mean-reversion, and on top your hedging and crash-protection strategy.
Backtest portfolios: Build your investment portfolio based on Trading Strategies
On the other hand, in most backtesting platforms you need be an expert in coding of the used programming or script language, or you are stuck with a simplistic graphical interface which quickly will limit your ability to perform a quick test or develop a more complex strategy. We do a lot of coding for quick prototyping and try-out systems, but once we had found and optimized an algorithmic trading logic which seemed optimal for us we decided to program a simple and robust backtesting software. Portfolio Backtesting can be done on two distinct levels. Either you blend single stocks, ETFS, mutual funds or forex into a fixed-weight asset allocation – this can be done with standard modern portfolio theory by Harry Markowitz, or different quantitative and timing models – and is rather simple. But when you try to blend different trading strategies into a meta-strategy or portfolio of strategies things get quickly complicated: Models for trading the equity curve, money management, different asset allocation schemes are available, yet not easy to implement. QuantTrader uses a different multi-layered approach: We simply treat the underlying trading strategies as price or equity curves like you know from stock, ETF, futures or forex trading. We then apply the same ranking and optimization logic to them on the meta-strategy level.
QuantTrader Features – No coding required
- Full access to logical invest premium strategies
- Several parameters to tune your strategy, including risk
- Combine multiple strategies into a portfolio
- Point and click operation — no coding required
- Runs on your own pc for maximum privacy and control
- Made in Switzerland
QuantTrader Light provides all the features of the full version with the exception of not being able to save strategies. Here are some of the things you can do with QuantTrader Light:
- Generate trading signals any day of the month and any time of day
- Create a portfolio of strategy allocations and generate a consolidated buy list to rebalance each month
- View all of the details of all of our strategies
- Try building your own strategies before deciding to upgrade to the full version