Portfolio Backtesting is an important part of the optimization process and wealth management in general. Macroaxis portfolio backtesting module can be used to forward test your optimization strategies against past selected historical horizons. Although most portfolio backtesting tools are very sophisticated and require some degree of user training in trading, portfolio accounting, and statistics, we provide a straightforward interface to do this using a very intuitive micro workflow. This methodology of optimizing and instant backtesting significantly improves return on technology and software used to optimize all your investments across multiple portfolios.

Portfolio Backtesting Benefits

Enhance returns on your managed portfolios and reduce exposure to risk by backtesting your optimization strategies forward to develop rebalancing techniques that maximize your risk-adjusted returns on your investments. Macroaxis backtesting module allows investors to instantly evaluate the effectiveness of their optimization strategies by exposing real-time backtesting results emphasizing trade-offs between risk and returns.
Portfolio Backtestiong Benefits
Watchlist risk and return analysis
Risk and return landscape module will let you manually rebalance synthetic portfolio against different assets allocation to increase its performance grade.
Risk and Return Landscape
Correlation Inspector
Correlation Inspector runs correlations between the returns or prices of each asset in your portfolio against every other asset. It constructs a conventional correlation table with color-coded cells, identifying significant and insignificant correlations
Inspect Position Correlations
Portfolio Analyzer
Portfolio Analyzer evaluates your portfolio on the basis of expected return vs. risk and presents based on the probability distribution of a portfolio returns for a given confidence level.
Analyze Portfolio
Portfolio Optimizer
Portfolio Optimizer calculates and presents an optimal portfolio based on your investment objectives and risk preferences. It calculates the optimal portfolio and shows all technical indicators associated with it.
Optimize Portfolio
Portfolio Suggestion
Suggestion module uses Capital Asset Pricing Model (CAPM) and Markowitz Efficient Frontier to identify few alternative optimal portfolios for your desired level of risk.
Get Portfolio Suggestions
In addition to our portfolio backtesting framework, Macroaxis provides a suite of investment solutions through the Software as a Service model (SaaS). This allows investor and money managers to focus less on technology, and more on managing portfolios or servicing clients. Contact Us