VOL. XCIV, NO. 247

★ A CURATED DIRECTORY OF FINANCIAL TOOLS AND RESOURCES ★

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Friday, December 26, 2025

Tool Comparison

AmiBroker vs MesoSim comparison

Compare pricing, supported platforms, categories, and standout capabilities to decide which tool fits your workflow.

Quick takeaways

AmiBroker adds Quant, Screeners, Monte Carlo, Risk Metrics, Correlation, and Auto-Trading & Bots coverage that MesoSim skips.

MesoSim includes Options & Derivatives, Paper Trading, AI, and AI Chat categories that AmiBroker omits.

MesoSim keeps a free entry point that AmiBroker lacks.

In depth comparison

AmiBroker

amibroker.com

Windows desktop platform for technical/system research with a fast AFL scripting language, portfolio‑level backtester, walk‑forward testing, Monte Carlo, and extensive optimization. Real‑time capability and instrument coverage depend on the data plug‑ins you use (e.g., IQFeed, eSignal, Interactive Brokers, Norgate Data). Auto‑trading to IB is available via the official interface. Licenses are perpetual with 24 months of updates.

Platforms

Desktop

Pricing

One-time

Quick highlights

Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore.
Walk‑forward testing integrated with optimization; in/out‑of‑sample stats.
Monte Carlo simulation (custom metrics can drive optimization/WF objective).
Very fast multi‑threaded optimization with 3D optimization surface visualization.
Exploration/Scanner to build custom screeners and reports via AFL.

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MesoSim

mesosim.io

Options strategy backtesting SaaS with low-code strategy definitions, observability (events log), risk graphs/Greeks, margin reporting, an options valuation model/solver, and an implied-volatility surface viewer. Plan gating: Free includes 25 runs; Standard ($1000/yr) unlocks unlimited SPX + BTCUSD/ETHUSD options backtests plus sharing/exports and 1 MesoLive paper-trading account; Advanced ($1250/yr) adds RUT/VIX/GLD, margin models, vol surface/HD risk graphs, and hourly risk traces (plus up to 2 paper accounts). Live trade execution is a paid MesoLive add-on; API access is FundPro-only.

Platforms

WebAPI

Pricing

FreeSubscription

Quick highlights

Advanced options strategy backtesting service built around a low-code workflow.
Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring).
TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes.
Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit.
Position Monitor provides 2D/3D risk graphs, PnL, and Greeks, with trace collection intervals (Off/Daily/Hourly).

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Where they differ

AmiBroker

Distinct strengths include:

Quant Screeners Monte Carlo Risk Metrics Correlation Auto-Trading & Bots

Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore.
Walk‑forward testing integrated with optimization; in/out‑of‑sample stats.
Monte Carlo simulation (custom metrics can drive optimization/WF objective).
Very fast multi‑threaded optimization with 3D optimization surface visualization.

MesoSim

Distinct strengths include:

Options & Derivatives Paper Trading AI AI Chat

Advanced options strategy backtesting service built around a low-code workflow.
Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring).
TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes.
Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit.

Feature-by-feature breakdown

Attribute	AmiBroker	MesoSim
Categories Which research workflows each platform targets	Shared: Backtesting, Data Visualizations, APIs & SDKs Unique: Quant, Screeners, Monte Carlo, Risk Metrics, Correlation, Auto-Trading & Bots	Shared: Backtesting, Data Visualizations, APIs & SDKs Unique: Options & Derivatives, Paper Trading, AI, AI Chat
Asset types Supported asset classes and universes	Stocks, ETFs, Mutual Funds, Futures, Currencies	Options, Cryptos
Experience levels Who each product is built for	Intermediate, Advanced	Intermediate, Advanced
Platforms Where you can access the product	Desktop	Web, API
Pricing High-level pricing models	One-time	Free, Subscription
Key features Core capabilities called out by each vendor	Unique Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore. Walk‑forward testing integrated with optimization; in/out‑of‑sample stats. Monte Carlo simulation (custom metrics can drive optimization/WF objective). Very fast multi‑threaded optimization with 3D optimization surface visualization. Exploration/Scanner to build custom screeners and reports via AFL. Rich AFL scripting language for indicators, scans, backtests, and custom metrics; visual debugger.	Unique Advanced options strategy backtesting service built around a low-code workflow. Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring). TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes. Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit. Position Monitor provides 2D/3D risk graphs, PnL, and Greeks, with trace collection intervals (Off/Daily/Hourly). Volatility Surface viewer to explore implied-vol surfaces with overlays (e.g., open interest, volume, bid-ask spread, Greeks) and playback at 5-minute resolution (non-crypto in current version).
Tested Verified by hands-on testing inside Find My Moat	Not yet	Not yet
Editor pick Featured inside curated shortlists	Standard listing	Standard listing

Frequently Asked Questions

Which workflows do AmiBroker and MesoSim both support?

Both platforms cover Backtesting, Data Visualizations, and APIs & SDKs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Which tool offers a free plan?

MesoSim offers a free entry point, while AmiBroker requires a paid subscription. Review the pricing table to see how the paid tiers compare.

How can you access AmiBroker and MesoSim?

Both AmiBroker and MesoSim prioritize web or desktop access. Investors wanting a mobile-first workflow may need to rely on responsive web views.

What unique strengths set the two platforms apart?

AmiBroker differentiates itself with Portfolio‑level backtesting with dynamic position sizing and bar‑by‑bar ranking/PositionScore., Walk‑forward testing integrated with optimization; in/out‑of‑sample stats., and Monte Carlo simulation (custom metrics can drive optimization/WF objective)., whereas MesoSim stands out for Advanced options strategy backtesting service built around a low-code workflow., Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring)., and TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes..

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