Portfolio Backtests via API

Welcome to Weekly Roundup #13 at ForecastOS! We're glad to have you here, following our journey :)

Happy (belated) New Year! After a brief hiatus for the holidays, we're back with our weekly ForecastOS update.

Launched New Backtesting API

Over the holiday break, we created and launched an API for backtesting a portfolio of equities / ETFs over a specified timeframe.

The API is powered by InvestOS, our open source backtesting and portfolio construction software, as well as data from a data partner.

Began Outreach For Institutional Grade Data Partners

Some of our upcoming pursuits require institutional grade data; we've kicked off discussions with a handful of vendors to source the data that we need.

Work: What's Coming Next

It's important to keep velocity high. We keep ourselves accountable by sharing what we hope to finish over the next week.

This week we will:

• Source data for a simple end-to-end quantitative investment strategy (ongoing)
• Build and release a piecewise linear trading cost model for InvestOS (ongoing)
• Release new InvestOS functionality (ongoing)
• Release a marketing page for our paper portfolio functionality

Until next week!