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Wakett14 December 20232 min read

How To Conduct Reliable Backtests On Your Investments

How To Conduct Reliable Backtests On Your Investments
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When we first meet our clients, many of them tell us that backesting has no value in their strategy -- but that is only true when the backtesting isn’t done in an efficient and reliable way. So, what does the process of conducting reliable backtests really entail?

 

Reliable Backtests: The Right Technology Drives An Improved Strategy

Backtesting can be an integral part of any investment strategy because, as a process, it allows you to check how your investment strategy would have fared in historical market scenarios. Yet, for this process to result in reliable backtests, you also need solid tools that return detailed and accurate information.

Without the right tools, the results could actually hurt your investment strategy.

  • Good strategy & weak technology: If your strategy is great but your backtesting software is lacklustre, then you risk getting the wrong backtest conclusion, indubitably forcing you to underestimate just how good your strategy may be in certain scenarios.
  • Weak strategy & weak technology: Although backtesting can help you improve your strategy, it can only do so if the information returned to you is correct. When both the strategy and the technology are weak, you’ll simply be lost in the fog, unsure of your strengths and weaknesses.

Having said that, the right technology can help you improve your strategy and stay on target!

  • Weak strategy & good technology: If your backtesting software does its job well, then you can rest easy knowing that the results it returns are reliable. This means that you can then see where your strategy falls short and improve it accordingly. Such a tool, we’re sure we can all agree, is pretty invaluable!
  • Good strategy & good technology: Once you get to the point where your reliable backtest software has helped you reshape your strategy into a winning one, you’ll be inducted into the exclusive club of the best hedge funds, improving your chances of success in the future!

 

Don’t Give Up on Backtesting Before You’ve Done It With the Right Technology

Our advice is to invest in tools that are built solidly around your needs, and the Wakett Framework is one such tool. See, our backtesting process uses the same software and algorithms employed in real-time trading to run backtests. 

The benefits of using real-time trading software for backtesting investment strategies are manifold, and include better synchronisation, time stamps, time-zone management, latency management, intraday details, and much more. This ensures you have reliable backtests on which to build and improve your strategy.

With that in mind, the next step is to get in touch with us to discover how the Wakett Framework could help you gain invaluable knowledge and insight through your backtesting process!

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