High-speed options backtesting for systematic strategies
Run strategy simulations with 1-minute bar resolution—test more ideas and fine-tune parameters faster than your competitors.
1-Min
Bar resolution for all strategies
5×
Faster than typical open-source engines
4,000+
Underlyings with historical data
Years
Of historical options data available
Why Backtesting Speed Matters
In quantitative trading, the ability to iterate quickly on strategy ideas is a competitive advantage. Every hour you wait for backtest results is an hour your competitors are deploying improved strategies.
Case Example
A proprietary trading firm used FlashAlpha to backtest 6 months of options strategies across multiple underlyings with 1-minute bar resolution.
Previously, this analysis took a full day on their legacy system—meaning they could only iterate once per day on strategy improvements.
Backtesting Engine Features
Built for quants who need accuracy, speed, and seamless integration with existing workflows.
1-Minute Bar Resolution
Minute-level bar data accurately reproduces execution conditions for swing and intraday strategies.
Slippage Modeling
Realistic execution simulation with configurable slippage, latency, and market impact models.
Multi-Asset Support
Backtest across equities, ETFs, indices, and their associated options chains simultaneously.
Python & API Integration
Write strategy code in Python or connect via REST API. Jupyter notebook support for research workflows.
Risk Metrics Output
Automated calculation of Sharpe, Sortino, max drawdown, VaR, and custom risk metrics.
Parallel Execution
Run multiple strategies in parallel across distributed compute. Scale from single-strategy to portfolio-level analysis.
Research to Production Workflow
FlashAlpha integrates seamlessly with your existing quant research pipeline.
Define Strategy
Write strategy logic in Python or use our visual strategy builder.
Backtest
Run 1-minute bar simulation against historical options data.
Analyze
Review performance metrics, risk analytics, and execution quality.
Deploy
Connect to live market via API for paper trading or live execution.
FlashAlpha's backtesting engine accurately mirrored our live trading results, giving us confidence in strategy performance before deployment. The speed improvement let us test ideas we simply couldn't explore before.
Try Your Strategy on Our High-Speed Simulator
Try FlashAlpha's backtesting engine. Bring your own strategy logic and see how fast production-grade simulation can be.