Systematic investment research
PSIM is an independent research project on portfolio construction, strategy testing and trade execution.
Simulated portfolio
Full record| Date | Value, base 100 | Drawdown |
|---|---|---|
| 2026-10-26 | 117.23 | 0.00% |
| 2026-10-27 | 115.56 | -1.43% |
| 2026-10-28 | 115.63 | -1.37% |
| 2026-10-29 | 116.39 | -0.71% |
| 2026-10-30 | 117.16 | -0.06% |
| 2026-10-31 | 117.23 | 0.00% |
| 2026-11-01 | 117.23 | 0.00% |
0 days since high
Monthly change
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An Alpaca account with USD 1 million in simulated capital, holding a fixed June 2026 net-long portfolio with over 250 positions. The separate historical study uses scheduled rebalances.
Hardware support
I’m looking for a sponsored rack server to work with larger datasets and run more tests. I can share benchmarks and write up the results.
Read the proposal