FuturesBacktest Blog
FuturesBacktest is a web-based platform to backtest futures contracts portfolios without writing a single line of code. Different flavours of trend, carry and value strategies over 50+ futures contracts, as well as mean-variance, risk parity or risk budgeting allocations are available out of the box. Read the latest articles from our blog!
Introducing Dynamic Allocation
October 31, 2019, by Martin
We are introducing options to compute assets weights dynamically at each rebalancing date, featuring mean-variance and risk-parity methods. We’ll walk you through these new options.
Backtesting Futures 101
December 17, 2018 (updated on October 20, 2019), by Martin
You may be familiar with backtesting individual stocks or ETF portfolios. Futures contracts are different in some ways. We’ll discuss some of these differences and what it means for our backtests.
Welcome to FuturesBacktest!
December 8, 2018, by Martin
Welcome to our website! We hope that you’ll like it. In short, FuturesBacktest is a platform where you can backtest portfolios of futures contracts, learn and test your ideas.
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