OneMarketData Unveils New OneTick Strategy Backtesting Platform

A revamped OneTick strategy backtesting platform is now available for users.

OneMarketData, LLC, an industry forerunner in tick data management, has launched OneTick Strategy Backtesting, a new platform for strategy development and large-scale backtesting for multiple asset classes, according to a OneMarketData statement.

OneMarketData is the architect of OneTick, a comprehensive enterprise solution for event stream processing and tick data management – the product is also a OneMarketData paramount product.

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The new platform is powered by OneTick, which boasts a series of backtesting measures with other utilities including profitability strategies, profit factors, Sharpe Ratio, and a robust historical database. OneTick will also be extending a fully featured strategy development initiative, yielding the most discerning quant, and the evaluation of alpha or execution strategy logic against controlled market replay.

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Moreover, the platform will garner the optimization of unique strategy analyses, access to exchange simulator matching engines, and customized dashboards to plot and chart results. The platform will also work in tandem with OneTick Cloud, the group’s solution for on-demand access to global tick data history.

OneTick Strategy Backtesting will also be offered as a hosted service, or a locally deployed utility – currently, OneTick Cloud helps provide firms with the ability to aggregate, normalize and analyze large volumes of data, including Morningstar global tick data.

According to Leonid Frants, Chief Executive Officer (CEO) of OneMarketData, in a recent statement on the launch: “OneMarketData’s flagship product, OneTick, is a premiere solution for providing quants with the ability to manage and analyze market data. Analyzing historical time-series data forms the basis of backtesting trading strategy profitability. OneTick Strategy Backtesting offers the tools for quant traders and quant researchers to build and test better trade models.”

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