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Backtesting is the process of simulating a trading algorithm on historical data. By running a backtest, you can measure how the algorithm would have performed in the past. Although past performance doesn't guarantee future results, an algorithm that has a proven track record can provide investors with more confidence when deploying to live trading than an algorithm that hasn't performed favorably in the past. Use the QuantConnect platform to run your backtests because we have institutional-grade datasets, an open-source backtesting engine that's constantly being improved, cloud servers to execute the backtests, and the backtesting hardware is maintained 24/7 by QuantConnect engineers.

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