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This project started at lunch with a friend who has been trading stocks as hobby for years. None of us has worked in a trading house playing with some serious money. Nonetheless, he believed that he has found a winner strategy and I felt there is only one way to prove it — data and test.
So here it is, a tool that can test a trading strategy over S&P 500 daily data and a few other data sets. The cool thing about this application is that simulation is done as background process and report has not only statistics compared against some index such as the S&P 500, but a detailed step-by-step transaction trace that is ready for a replay.
The bad news is that his winner strategy doesn't seem to be a winner yet. The good news is that we now have a framework that can host much more data set and strategies, and running data set in this scale is fun.
— by Feng Xia