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SpotLab® allows quantitative strategy testing with daily or intraday historical data. The strategies are implemented with the SpotAPI® Java toolkit, which has a real-time cross asset and multi-currency portfolio valuation engine. SpotLab allows simulation of complex strategies that execute simultaneously in a single portfolio with a precision level as high as one minute and a depth of more than 10 years on a standard desktop computer. It features an exclusive data paging technology making it possible to browse several tens of millions of timebars with a limited memory footprint.

Strategy Backtest

SpotLab allows precise simulation of the behavior of a systematically managed portfolio and enables validation of an investment strategy before its actual execution, for example with the SpotEngine trading automaton. Within the Spot framework, switching from simulated mode to real execution does not require any rewriting of the strategy’s computer code. The quick calculation of the exposures and cash balance allows implementation of complex allocation rules that can take account of the portfolio’s instant exposure, regulatory constraints or risk management that is triggered when the buy/sell order is generated. SpotLab simulates all financial data feeds, including transaction and management fees, and specific market behavior (market gap, slippage).
The software allows processing of the main listed instruments (equity, ETF, ADR, bonds, futures, options and warrants) and FX spots, as well as weighted equity baskets that are processed in the strategies as synthetic instruments. It is also possible to implement strategies that use OTC options (Vanilla, Barrier, Digital) through the availability of Black-Scholes pricers.
SpotLab has an advanced graphic interface that makes it easy to view market data and backtest results enriched with statistical indicator calculations. Performance can be calculated for each open position and compared to one or more benchmarks.

Market Data Repository

SpotLab has its own SQL market database hosted on a local machine or on our secure cloud. The data (open, high, low, close, volume) is stored natively according to three precision levels (daily, 5 min, 1 min) in order to adapt to the investment horizon of the systematic strategy. The database is updated by connecting seamlessly to the main market data providers (Bloomberg, Thomson Reuters) or by importing text files. The database also manages the rate curves and volatility surfaces required to value OTC options.