Portfolio optimization backtesting
Build and test diversified portfolios with advanced rebalancing algorithms. Measure risk-adjusted returns across asset classes before deploying.
Multi-asset universe
Test across stocksComing soon, ETFsComing soon, forexComing soon, crypto, and futuresComing soon simultaneously. Build truly diversified portfolios with comprehensive data.
Risk-adjusted metrics
Sharpe ratio, Sortino ratio, maximum drawdown, and correlation analysis built in. Understand your portfolio risk at every level.
Rebalancing simulation
Test different rebalancing frequencies and triggers. Model transaction costs and their impact on long-term returns.
Why portfolio backtesting matters
Portfolio optimization is about more than picking good assets — it's about how those assets interact. Correlations shift during market stress, rebalancing costs eat into returns, and the maximum drawdown of a portfolio can be very different from the drawdown of its individual components.
Without backtesting, you're guessing at allocation weights. With backtesting, you can measure risk-adjusted returns across different market regimes, test whether your diversification actually works during a crisis, and quantify the drag from transaction costs on different rebalancing frequencies.
Tektii lets you test multi-asset portfolios with realistic execution modeling. The Sharpe ratio and Sortino ratio you see in your backtest reflect actual performance after slippage and costs — not theoretical paper returns.
How it works
Define your universe
Select the instruments for your portfolio — stocksComing soon, ETFsComing soon, forexComing soon, crypto, or futuresComing soon. Tektii provides historical data across all major asset classes.
Build your allocation logic
Code your portfolio allocation and rebalancing strategy in any language. Define weighting schemes, rebalancing triggers, and risk constraints.
Simulate across market regimes
Run your portfolio through bull markets, bear markets, and high-volatility periods. The engine models transaction costs and slippage on every rebalance.
Compare and refine
Use the version tree to branch your portfolio strategy and test variations. Compare Sharpe ratios, drawdown profiles, and correlation metrics side by side.
What you get with Tektii for portfolio optimization
Related resources
Frequently asked questions
Can I test portfolios across different asset classes simultaneously?
Yes. Tektii supports multi-asset backtesting across cryptocurrencies, with stocks, ETFs, forex, futures, and commodities coming soon. You can build and test diversified portfolios that span multiple markets in a single backtest.
How does Tektii model transaction costs for rebalancing?
The engine models realistic transaction costs including commissions, bid-ask spread, and market impact. This is critical for portfolio strategies where frequent rebalancing can erode returns through accumulated trading costs.
What risk metrics are available for portfolio analysis?
Tektii provides Sharpe ratio, Sortino ratio, Calmar ratio, maximum drawdown, correlation matrices, and P&L attribution by asset. These metrics help you understand where your risk is concentrated and whether your diversification is working.
Can I compare different rebalancing frequencies?
Yes. Use the scenario comparison feature to run the same portfolio with daily, weekly, monthly, or custom rebalancing triggers. Compare the results side by side to find the optimal frequency that balances performance against transaction costs.
Ready to optimize your portfolio?
Start testing portfolio strategies across asset classes. Free forever plan, no credit card required.