Factor-Based Backtesting
Systematic factor investing with value, momentum, quality, size, and growth factors
Multi-Factor
Systematic
Smart Beta
Backtest Configuration
Configure factor selection and backtesting parameters
Loads symbols and core config from strategies saved in Backtest Engine.
Run a backtest to see results
About Factor-Based Investing
Factors Explained
- Value: Stocks trading at low valuations (P/E, P/B ratios)
- Momentum: Stocks with strong recent price performance
- Quality: Stocks with high profitability and low debt
- Size: Small-cap stocks tend to outperform large-cap
- Growth: Stocks with high earnings and revenue growth
Benefits
- Systematic, rules-based investing removes emotional bias
- Diversification across multiple factor premiums
- Academic research support for factor returns
- Performance attribution by factor