Advanced Portfolio Optimization
Experience the power of sophisticated backtesting with multiple strategies including Markowitz optimization, k-NN forecasting, and intelligent meta-strategies.
Launch DashboardKey Features
Smart Switch Meta-Strategy
Intelligent meta-strategy that dynamically selects the best performing strategy using CatBoost regression models and market volatility analysis.
Advanced Risk Management
Comprehensive risk controls including portfolio-level trailing stop-loss, individual position stop-loss/take-profit, and adaptive cash holding.
Multi-Strategy Backtesting
Compare Classic Markowitz, Cost-Aware Markowitz, Equal Weight, and k-NN Cost-Aware strategies with realistic transaction costs.
Parameter Optimization
Automated optimization of risk management parameters and rebalance windows using Optuna-based hyperparameter tuning.
Comprehensive Reporting
Detailed trade logs and financial reports for all strategies, exported to Excel with separate sheets for each strategy.
High Performance
Multithreaded simulation engine with configurable thread pools for faster backtesting and real-time analysis.