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OneMarketData News

OneMarketData Launches OneTick Strategy Backtesting Platform

 

 

Paris, April 12, 2016 - OneMarketData, LLC, a leader in tick data management and analytics, today announced the launch of OneTick Strategy Backtesting, a platform for strategy development and large scale backtesting. The platform is powered by OneTick,OneMarketData’s enterprise solution for data management and time-series analytics, and utilizesglobal multi-asset class market history available throughthe OneTick Cloud service.

Backtesting measures profitability as strategies are optimized – this could be targeting for profit factor, Sharpe Ratio, max drawdown or an equity curve to improve the quality of execution decisions. Historical datasets provide “what if” market conditions as strategy parameters are varied.OneTick offers a fully featured strategy development and large-scale backtesting platform for the most discerning quant, allowing them to:

  • Evaluate alpha or execution strategy logic against controlled market replay
  • Vary and optimize strategy parameters
  • Compare strategy instances using pre-defined and custom statistical measures
  • Exchange simulator matching engine
  • Ensure robustness of strategy logic
  • Customize dashboards to plot/chart results

Combined with the OneTick Cloud, a solution for on-demand access to global tick data history,OneTick Strategy Backtesting is offered as a hosted service or can be locally deployed. OneTickCloudprovides firms with the ability to aggregate, normalize and analyze large volumes of data, including Morningstarglobal tick data,using OneMarketData’senterprise data management software, OneTick.

The solution offers complete flexibility to meet client needs, and can be combined with basic historical data access andcomprehensive tooling for the construction of custom strategy analytics, simulated order flow, and PnL statistics. Clients will have the option to subscribe to more than 150 marketsofferingmore than ten years of history (both level one and full depth of book) along with reference data, corporate actions, earnings and event dates.

“OneMarketData’s flagship product, OneTick, is apremieresolution for providingquantswith the ability to manage and analyze market data,” said Leonid Frants, CEO of OneMarketData.“Analyzing historical time-series data forms the basis of backtesting trading strategy profitability. OneTick Strategy Backtestingoffers the tools for quant traders and quant researchers to build and test better trade models.”

 

About OneMarketData
OneMarketData is a leading provider of software solutions for the financial industry. Our OneTick platform is a smarter data management solution to get you in the game now. OneTick is a comprehensive suite for time-series data management, real-time event processing and analytics to address the most demanding requirements. Equity, Futures and Options proprietary traders, hedge funds, asset managers and investment banks can leverage the built-in capabilities of OneTick for quantitative research, transaction cost analysis, surveillance and backtesting.Built by Wall Street experts, the OneTick suite of products is an enterprise-wide tick data capture and storage solution offering analytical modeling tools, global history across equities and futures markets and reference data. More information about OneMarketData is available at www.onetick.com.

 

Press contacts:

Chanda Shingadia

Articulate Communications

Telephone: +447951163615

Email:cshingadia@articulatecomms.com