Backtesting: Rapidly validate and optimize strategies at scale

Speed and accuracy matter when backtesting trading strategies. Assess the viability and effectiveness of your trading hypotheses, performing rapid simulations using petabyte-scale datasets with ease.

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Key benefits

Shorten time-to-value

Evaluate hypotheses at the speed of thought and get watertight strategies to market faster than competitors.

High-performance data processing

Handle and process large volumes of historical time-series data quickly, enabling faster backtesting cycles.

Develop robust and accurate models

Fine-tune strategies against a wide range of data to improve alpha generation and minimize market impact.

Granular analysis

Perform granular, point-in-time, trade performance investigation to improve insights.

With KX you can…

Efficiently aggregate large volumes of historical data to the precision required by your models.

Reconstruct National Best Bid and Offer (NBBO) or order books at any time in the past.

Leverage highly performant join capabilities to determine market conditions at specific points in time or periods of time.

Replay historical data to simulate real-time feeds and assess how your strategy would have performed.

Run your logic on multiple dates in parallel, significantly shortening backtest execution times.

Execute complex queries rapidly with a high-performance engine, improving data query efficiency.

Customer Stories

Discover richer, actionable insights for faster, better-informed decision-making

ADSS leverages KX real-time data platform to accelerate its transformational growth strategy.

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Stifel Financial Corp leverages kdb+ for enhanced trading analytics.

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