Institutional Algo-Trading Backtesting Cloud: The Quant Edge for Hedge Funds & Professional Traders
With algorithmic trading, speed and precision matter—yet most consumer-facing platforms do not satisfy serious quants. Sloppy data, unworkable fill models, or an eternity between iteration runs—the typical backtesting package is actually a drain on funds rather than a money saver.
Saral’s Institutional Backtesting Cloud does that—providing you with access to the same type of infrastructure that top hedge funds use, without requiring a PhD or a server farm in your garage.
The Problem: Why Most Backtesting Fails in the Real World
Most platforms are pretty on paper but fail in live markets:
Dirty or missing data creates survivorship bias and skews strategy performance. Consider NIFTY charts without adjusting for bankruptcies or index changes.
No slippage modeling, partial fills, or liquidity modeling—so your live trades never equal your backtest.
Interminably slow test cycles where you sit for hours waiting to know if your small adjustment worked.
The Solution: A Cloud Built for Quants
Saral’s cloud platform is built from the ground up for serious strategy development, testing, and deployment.
1. Reliable Data, From All Angles
Access India’s richest market dataset, professionally battle-tested:
Equity (NSE/BSE): Cleaned, normalized tick/daily data from 1995+, with splits, bonuses, and corporate actions.
Futures & Options: Correctly rolled contracts and accurate multipliers.
Macro Signals: RBI events, GDP revisions, and institutional flows.
Alt Data: UPI volume trends, crop data from satellite imagery, and more.
⚙️ 2. Realistic, Lightning-Fast Backtesting
Slippage curves customized for Indian liquidity (small-cap vs. large-cap).
Latency Simulation for HFT Testing (e.g., Delhi Colocation).
GPU Acceleration: Backtest 10 years in 30 seconds—no more coffee breaks waiting for Python loops.
3. From Backtest to Live in One Click
Your strategy is ready—why wait?
Connect directly to Zerodha, IB, etc.
No code rewrites necessary—run the exact same code in production.
Built-in version control allows you to compare performance across strategy updates.
???? For Everyone from Retail to Funds
Retail Quants: Convert your TradingView signals into fully backtested bots.
Prop Traders: Simulate tick-level latency, order book dynamics, and market microstructure.
Hedge Funds: Perform thousands of Monte Carlo simulations, or use stat-arb in production with complete risk modeling.
Advanced Analytics Built In
No more Excel horrors. Backtest your strategy with:
Probabilistic Sharpe Ratios (PSR) to identify curve-fitting.
Strategy Stability Heatmaps over multiple parameter sets.
Monte Carlo Stress Testing for drawdown sensitivity and regime shifts.