The Business of Retail Backtest

Retail Backtest is new and is the work of an individual. I am that Proprietor, I'm Mike O'Connor, and I am profiled at www.mocpa.com.

If you've been wishing that there were some way that you could benefit financially from the power of mathematics and logic applied to the quantitative analysis of investment options, just as some of the most successful hedge fund managers of all time have done, then you have come to the right place.

The principal purpose of this site is to publish transparent and complete programs whereby individual investors can reduce the risk of loss yet fully participate in market upswings— investors who would otherwise not find such an opportunity because they have insufficient funds to qualify for hedge fund participation, or are simply rightfully skeptical about the advisability of paying high fees for services that are in truth rather easily rendered. Buy-side financial professionals are also served, either through this site or directly via negotiated arrangements.

No investment advice is offered here; the presentations are all about turning actionable research results into computational and quantitative analytical assistance to persons who are acting on their own advice. Subscription services are planned— with the idea being that subscribers, after having studied some of the articles on this site that disclose methods and after having read the blog and used the audit feature, may elect to use a Retail Backtest program (or two) while investing on their own behalf or on behalf of their clients, in accounts that they own or control. (The audit feature is currently provided for every momentum portfolio via the Momentum Overview item on the Performance menu. It will soon be available for all programs and portfolios.)

There are several factors that affect the very feasibility of trading with any sort of frequency that need to be considered by retail investors thinking of becoming Retail Backtest subscribers. Consider these in particular: There presently is one reputable deep-discount brokerage that offers commissions of merely $1 per trade while some others charge only a few dollars per trade; and, in a deferred account (a retirement account) capital gains taxes are deferred and detailed accounting of trades at tax-return time is generally not required.

— Mike