Quant Platform

Algocor Backtest & Simulator

Automated Strategy Selection for Every Order

Algocor’s Backtest & Simulator environment lets institutions validate signals, strategies, and portfolio models with realistic, latency-aware simulations.

Industry Challenges

Overfitted models due to unrealistic assumptions.
No integrated framework to test signals pre-deployment.
Lack of co-location or latency replication for BIST and digital venues.
Manual workflows between research and execution layers.

Solution Overview

The simulator uses historical and live market data to recreate trading environments, enabling quants to test execution logic, portfolio rebalancing, and strategy robustness before deployment. It integrates directly with the EMS and Treasury layers for seamless validation.

Key Capabilities

Historical and intraday backtesting for factor and signal models.
Latency and slippage modeling for realistic results.
Multi-venue simulation including BIST, Binance, and Paribu.
Walk-forward framework for rolling retraining.
Automated comparison to benchmarks and peer strategies.

How It Works

Strategies are trained on rolling datasets and tested forward in time using historical tick data. The simulator then quantifies drawdowns, turnover, and alpha decay, providing risk-adjusted performance metrics for production readiness.