Cluster-based quantitative strategy backtesting system and backtesting method thereof

Abstract

The present invention discloses a cluster-based quantitative strategy backtesting system and a backtesting method thereof. The system comprises a user module, a simulation module, a server module, computer node modules, a database, a storage unit, a monitoring module and an expansion module. The simulation module is used for a user to set backtest parameters and implement the completion of a strategy evaluation indicator in response to the backtest parameters; the server module is a control center and a data interaction center of the entire system; the computer node module is used to perform abacktest operation in response to the task distributed by the server module, and data interaction can be implemented between the computer node modules; the monitoring module is used to monitor the load size of each computer node module; and the expansion module is used to expand the number of computer node modules. The method is characterized in that: the load of each computer node is determinedthrough the computer, the tasks are assigned, the nodes can be expanded according to the actual situation, and the strategy evaluation indicator is output to the user after the backtest is completed.According to the technical scheme of the present invention, the backtesting efficiency is high.

Description

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AI Technical Summary

Benefits of technology

This patented technology allows users to efficiently test large amounts of data by assigning them specific tasks or groups into different computers called servers (server). Each machine has an assigned role within it - one responsible for managing all work done over multiple machines simultaneously without waiting until after testing completes. By doing things like adding more devices onto these systems at once, they have better performance than previous methods while still being able to handle their own challenges effectively. Overall, this innovation makes studying and developing new ways faster and easier.

Problems solved by technology

This patented technical problem addressed in this patents relates to improving the efficient testing of complex systems like finance or stocks markets where multiple types of assets are involved such as equating options between different asset prices (investors) and selecting trades within specific ranges called risk tolerances. Current methods require manual input from experts before running simulations, leading to slowdownes due to lack of objective assessments during simulation runs.

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