Does anyone know of any publicly available backtesters in kdb? I'm aware of the exchange simulator qx at http://gbkr.com/subjects/q/index.html and it should probably be possible to implement something on the back of that.
True, something like that could work. I was looking for a system that would keep track of the positions, P&L, risk metrics, etc. I'm a bit surprised I haven't been able to find anything yet, as I bet every single kdb+ developer out there has attempted to build this at some point in their career. Perhaps it's their trade secret 🙂