Portfolio Simulation, FactSet’s rules-based backtesting application, lets you define transaction lists, constraints, and trading rules so that the resulting portfolio conforms to your custom strategy.

Key Features:

• Construct multiple simulated portfolios: define and rank buy, sell, short, and cover lists using customized factors
• Customize portfolio characteristics: define characteristics like assets held, weight constraints, turnover, share lots, and transaction costs
• Define trading rules: establish stop-loss and lock-gain trading disciplines on each trade lot
• Test contraints for your transactions: set separate constraints for short and long positions and an overall short percentage