Matrix Research Systems

Matrix Research Systems provides data analysis products and services to the professional investment market. The company specializes in the accurate backtesting and evaluation of trading strategies using both technical data and historic fundamental data from company reports.

An evaluation covers both individual systems and combinations of systems and includes:

• dividend returns
• use of 15 years of historic fundamental data
• use of 10 years of 5 minute intra-day data
• absolute and comparative performance measurements
• robustness under different market conditions
• robustness as system parameters vary

For constructing combined systems intra-system correlation reports are provided.

The company's products and services are built around a proprietary time-series database and evaluation engine that delivers backtest results on individual trading systems run against thousands of stocks in seconds enabling a far greater depth of analysis than has generally been possible before.