Alternative Data Hedge Fund Strategy Builder

Define Your Strategy

Create alternative data signals and define simple long/short trading rules based on their thresholds.

General Parameters

Initial Investment Capital ($)

Annual Risk-Free Rate (%)

Per-Trade Transaction Cost (%)

Alternative Data Signals & Rules

Historical Monthly Data Input

Enter the historical monthly data for your defined signals. Also, input the monthly returns for the underlying asset (e.g., S&P 500 ETF) on which the strategy trades. At least 2 months of data are required.

Number of Historical Months to Input

Month	Asset Return (%)

Backtest Results

Review the performance of your alternative data strategy over the specified period.

Monthly Performance Breakdown

Month	Signal Value	Asset Return (%)	Strategy Position	Strategy Return (%)	Cumulative Value ($)