Beta
Quant Research Platform
SIP backtesting on real market data
A backtesting engine for systematic investment plans, running on real price history and official mutual-fund NAV data — with the synthetic data generator deliberately deleted.
The problem
Most retail backtesters quietly fill gaps with generated data, so the results look clean and mean nothing. Fund names also change over time, which silently breaks historical matching.
What we built
Real data only — market price history plus official NAV feeds. Fund matching handles the rename problem explicitly, so a fund that changed name mid-history still resolves to one continuous series instead of two broken halves.
Capabilities
- Real price history and official NAV data — no synthetic fill
- Handles fund renames so historical series stay continuous
- Postgres-backed, built for repeatable research runs
- Synthetic data generator removed on purpose