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At the moment i am building a backtesting system primarily focused on horse racing but would be easy to make it more generic to apply to any markets. If i was to offer this as a paid service to other users would anybody be interested?
Running these simulations in the cloud are fairly CPU intensive so it would have to be a paid service if only to cover the CPU usage.
1. I wouldn't want to deal with any data issues so this would need to be a bring your own data service and for better or worse the standard for historic betfair data is the Fracsoft data so you would need to convert your own data to match those files or else provide the farcsoft files. This would be done though an S3 bucket.
2. We'd need to come up with another standard format for uploading your ratings or other numbers which you would want to use in the simulations.
3. A really user friendly interface for building different systems and managing the simulations.
This will probably never happen but i just want to gauge interest in such a system. If there is interest then i will try and code it more as a SAAS service and not just for my own needs. I think most bot developers end up building something to do backtesting but its quiet hard to model accurately bets on an exchange especially for complicated models.
As an example of a strategy builder which i would like to mimic have a look at the now closed down quant blocks.
Potentially if you actually wanted to run the model then the system could generate the code for you to download and also all the infrastructure code. Just a though!