myquant — Browser-Based Quantitative Backtesting Tool
A backtesting tool that runs entirely in the browser — no installation required, just open and use. Core Features GJR-GARCH(1,1) + Student-t Data Generation — Generates simulated market data with realistic statistical properties (fat tails, volatility clustering, leverage effect) 8 Market Presets — Steady Bull, Choppy, Bull-to-Bear, V-Shaped Recovery, Black Swan, Earnings Season, Breakout, High Volatility Multi-Timeframe Support — Daily / 4H / 1H / 15min / 5min / 1min Full Backtest Engine — Market / Limit / Stop / Stop-Limit orders, supports both long and short trading Strategy Editor — Syntax highlighting, autocomplete, syntax check, with built-in strategy templates Visualization — Candlestick chart (with buy/sell signal markers), equity curve, drawdown curve Save/Load Strategies — Save current strategy locally, load from local files Data Generation Algorithm Uses a GJR-GARCH(1,1) model with Student-t distribution to generate price series, reproducing the stylized facts of financial time series summarized by Cont (2001): ...