Regarding tools, I use Python. I wrote the backtesting software many, many, many years ago during my Master's degree, and I've been refining it ever since.
It's an event-driven engine (they are slower than vector-based engines, but they are easier to write strategies for, understand, and debug) with all the bells and whistles, similar to the late Zipline. In fact, I tried most of the Python backtest engines that exist, and that's why I prefer to use what I built over the years: I have 100% understanding of what’s happening and 100% control.
I’m thinking about open-sourcing it… anyway, the logic is not that complicated.
https://data.nasdaq.com/databases/SFA
It's a great survivorship-bias-free dataset.
Regarding tools, I use Python. I wrote the backtesting software many, many, many years ago during my Master's degree, and I've been refining it ever since.
It's an event-driven engine (they are slower than vector-based engines, but they are easier to write strategies for, understand, and debug) with all the bells and whistles, similar to the late Zipline. In fact, I tried most of the Python backtest engines that exist, and that's why I prefer to use what I built over the years: I have 100% understanding of what’s happening and 100% control.
I’m thinking about open-sourcing it… anyway, the logic is not that complicated.