SAMOA is a platform for back-testing trading ideas. It consists of several parts:
- a comprehensive financial database
- a powerful set of analytics
- a simulation infrastructure to back-test the trading ideas
- and a booking system to capture the historical trades produced by the simulation and generate performance reports.
The system is divided into two tiers:
- SAMOA server: which handles the data and all the computations.
- SAMOA client: a very thin layer that can send tasks to the server and retrieve results. SAMOA provides an out-of-box utility called SeriesQueriesBuilder that can be used as the client if you prefer a point-and-click interface to the server.
This two-tier architecture makes it ideal for single users (which would have the client and the server in the same machine), as well as for teams working together and sharing results through a common server. This architecture is also suitable for exposing SAMOA as a cloud service (perhaps in a near future…)