Derivative Strategy Builder and Backtesting Tool

Background

In today’s dynamic financial markets, the need for innovative AI-powered coding-free backtesting tools in quantitative investment is paramount, especially given the significant proportion of transactions in the options market driven by quantitative trading. Our “Derivative Strategy Builder and Backtesting Tool” is built by a team of seasoned option traders and quantitative portfolio managers; it addresses this need by offering an unparalleled blend of coding-free simplicity, comprehensive AI adoption, and full integration of underlying securities and their derivatives, coupled with access to unique high-frequency databases. This tool not only bridges the gap in the market but also empowers traders to refine and test strategies with unprecedented precision and ease. Many traders accumulate intuition and experience but struggle to develop and historically validate corresponding quantitative strategies due to the limitations of current tools, which may be overly complex, lack sufficient strategy options, or offer testing environments that poorly reflect actual trading conditions such as liquidity constraints and margin requirements at portfolio level. By addressing these challenges, our tool provides a solution that is both intuitive and effective, supporting traders in navigating the intricacies of the options market with confidence.

Solution

Our Derivative Strategy Builder and Backtesting Tool provides options traders with a graphical platform for creating custom options portfolios. Based on high frequency data from backend, investment portfolios can undergo strategy validation against historical data, including US stocks, Hong Kong stocks and A-shares.

Data

Our proprietary high-frequency database is ever-expanding, aiming to encompass all options data from the US, Hong Kong, and China’s A-share markets. Our data specialists meticulously cleanse and process the gathered data to ensure its accuracy, consistency, and error-free status before seamlessly integrating it into our database for immediate use. This vast dataset enables traders to validate their strategies across various market conditions and geographical areas, providing a significant edge in strategy refinement and testing.

Graphical Interface

Our system now features a user-friendly graphical interface, allowing end-users to effortlessly create custom portfolios by simply clicking graphical buttons to adjust quantities of call options, put options, or underlying assets. Traders can make precise strategy customizations by adjusting the exercise prices of specific options with ease. Additionally, the interface displays real-time portfolio metrics, known as Greek letters (Delta, Gamma, Theta, Vega, Rho), crucial for risk assessment and strategy performance evaluation.

Strategy Backtesting

Traders can integrate their option portfolios into the backtesting platform seamlessly, assessing their strategies against historical data. This capability offers valuable insights into past strategy performances and allows for extensive parameter customization for backtesting, including intervals, frequencies, and conditions for trades. Such flexibility is essential for simulating varied trading scenarios. Moreover, traders have the option to combine sub-strategies from a strategy pool, enabling historical performance assessments of these composite strategies, thereby encouraging experimentation and refinement of trading strategies.

System Enhancement

Diversified Buy and Sell Signals: We’re enhancing user experience by introducing a wider range of buy and sell signal options, allowing users more flexibility in tailoring their strategies to meet specific investment objectives.

Advanced Margin System: Implementing a comprehensive margin system to bolster risk management capabilities, giving users more control over their positions and exposure.

Shortcut Keys for Common Option Strategies: Introducing shortcut keys for frequently used option strategies to speed up strategy formulation, improving both efficiency and convenience.

Graphical Historical Strategy Performance: Users will have access to graphical representations of common option strategies’ historical performance, facilitating a visual assessment of strategy effectiveness over time.

These features and upcoming enhancements are designed to provide traders with an intuitive and effective solution for navigating the complexities of the options market with confidence.

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Derivative Strategy Builder and Backtesting Tool
Derivative Strategy Builder and Backtesting Tool
Derivative Strategy Builder and Backtesting Tool provides a graphical platform for creating custom options portfolios. Based on high frequency data from backend, investment portfolios can undergo strategy validation against historical data, including US stocks, Hong Kong stocks and A-shares.
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Products & Solutions

Find the solution you need.

Derivative Strategy Builder and Backtesting Tool

Derivative Strategy Builder and Backtesting Tool provides a graphical platform for creating custom options portfolios. Based on high frequency data from backend, investment portfolios can undergo strategy validation against historical data, including US stocks, Hong Kong stocks and A-shares.

Web3 Commercial Solutions

Taking into account the industry pain points of Web3, combined with the research accumulation of academic tokenomics and industry data analysis experience, we provide one-stop services from data infrastructure construction to data analysis reports. Everyone can become a participant in Web3 and benefit from technological development.

Supply Chain Finance Solutions

AIFT provides a platform as a business ecosystem for stakeholders in the value chain of cross-border e-commerce finance, including banks, logistics firms and payment firms.  The sales proceeds in this e-commerce platform and cash deposits in payment-service channels are used as assignment of account-receivable and margin deposits respectively. 

AI China Bond 

AI China Bond Project aims to combine AI algorithms and data, both traditional and alternative, to gain significant improvements in three key areas of China bond markets: credit rating, valuation, and risk management. At this stage it focuses on China onshore markets and covers 8000+ Chinese bonds. From haircut estimations

Investment Intelligence 

Our flagship investment application provides value-adding information to assist investors in making investment decisions in the secondary market across global stock markets and alternative assets. The application utilizes big data and cutting-edge academic research to provide a comprehensive investment toolkit, including market risk monitoring, portfolio management and risk estimation, asset

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