Trading System Backtesters and Updates

I get a lot of emails asking about good software to use for X.  We do almost everything in Excel with macros, but I have periodically used the below…email in any I am missing and we will udpate this list.  I don’t include any black box websites or timing newsletters.

Caveat:  You have to be super careful here when evaluating software and databases.  Some of these have had survivor bias problems (Zack’s) and some are not total return and exclude things like dividends (Portfolio123 a reader now says they incorporate dividends).  And some are very, very, expensive.

Reader Suggestions included.

STOCK and ETF SCREENERS

ETF Table

ETF Trends

ETFdb

ETF Screen

Validea

AAII

AlphaClone

MarketInOut

SumZero

Value Investors Club

Estimize

 

STOCK BACKTESTERS

FactSet 

S&P Clarifi Capital IQ

Backtest.org

Keelix

Zack’s

Portfolio123

Quant Investing

TRADING SYSTEM / ALLOCATION BACKTESTERS & UPDATES

Tableau 

RiskCog

OfficeAdvisor

Panopticon

Axioma

MyPlanIQ

Asset Play

Turnkey Analyst

Empiritrage

The Stingy Investor Asset Class Backtester (Canadian focus)

Palantir

ETF Replay  (Free; Premium $360)

R Blogger

ETF Prophet

Trading Blox

Trading Recipes

Quantpedia

Amibroker

Profitly

XTF

Mechanica