diff --git a/cvxportfolio/cache.py b/cvxportfolio/cache.py
index 243771ccc..3920c4348 100644
--- a/cvxportfolio/cache.py
+++ b/cvxportfolio/cache.py
@@ -17,6 +17,7 @@
 import os
 import pickle
 
+logger = logging.getLogger(__name__)
 
 def _mp_init(l):
     """Shared lock to disk access for multiprocessing."""
@@ -43,42 +44,42 @@ def cache_name(signature, base_location):
 def _load_cache(signature, base_location):
     """Load cache from disk."""
     if signature is None:
-        logging.info('Market data has no signature!')
+        logger.info('Market data has no signature!')
         return {}
     name = cache_name(signature, base_location)
     if 'LOCK' in globals():
-        logging.debug( # pragma: no cover
+        logger.debug( # pragma: no cover
             'Acquiring cache lock from process %s', os.getpid())
         LOCK.acquire() # pragma: no cover
     try:
         with open(name, 'rb') as f:
             res = pickle.load(f)
-            logging.info('Loaded cache %s', name)
+            logger.info('Loaded cache %s', name)
             return res
     except FileNotFoundError:
-        logging.info('Cache not found!')
+        logger.info('Cache not found!')
         return {}
     finally:
         if 'LOCK' in globals():
-            logging.debug( # pragma: no cover
+            logger.debug( # pragma: no cover
                 'Releasing cache lock from process %s', os.getpid())
             LOCK.release() # pragma: no cover
 
 def _store_cache(cache, signature, base_location):
     """Store cache to disk."""
     if signature is None:
-        logging.info('Market data has no signature!')
+        logger.info('Market data has no signature!')
         return
     name = cache_name(signature, base_location)
     if 'LOCK' in globals():
-        logging.debug( # pragma: no cover
+        logger.debug( # pragma: no cover
             'Acquiring cache lock from process %s', os.getpid())
         LOCK.acquire() # pragma: no cover
     name.parent.mkdir(exist_ok=True)
     with open(name, 'wb') as f:
-        logging.info('Storing cache %s', name)
+        logger.info('Storing cache %s', name)
         pickle.dump(cache, f)
     if 'LOCK' in globals():
-        logging.debug( # pragma: no cover
+        logger.debug( # pragma: no cover
             'Releasing cache lock from process %s', os.getpid())
         LOCK.release() # pragma: no cover
diff --git a/cvxportfolio/data.py b/cvxportfolio/data.py
index 11106d411..2367d365d 100644
--- a/cvxportfolio/data.py
+++ b/cvxportfolio/data.py
@@ -40,6 +40,8 @@
 __all__ = ["YahooFinance", "Fred",
            "UserProvidedMarketData", "DownloadedMarketData"]
 
+logger = logging.getLogger(__name__)
+
 BASE_LOCATION = Path.home() / "cvxportfolio_data"
 
 def now_timezoned():
@@ -132,7 +134,7 @@ def _load_raw(self):
         # we could implement multiprocess safety here
         loader = globals()['_loader_' + self._storage_backend]
         try:
-            logging.info(
+            logger.info(
                 f"{self.__class__.__name__} is trying to load {self.symbol}"
                 + f" with {self._storage_backend} backend"
                 + f" from {self.storage_location}")
@@ -156,7 +158,7 @@ def _store(self, data):
         """
         # we could implement multiprocess safety here
         storer = globals()['_storer_' + self._storage_backend]
-        logging.info(
+        logger.info(
             f"{self.__class__.__name__} is storing {self.symbol}"
             + f" with {self._storage_backend} backend"
             + f" in {self.storage_location}")
@@ -178,14 +180,14 @@ def update(self, grace_period):
         :type grace_period: pandas.Timedelta
         """
         current = self._load_raw()
-        logging.info(
+        logger.info(
             f"Downloading {self.symbol}"
             + f" from {self.__class__.__name__}")
         updated = self._download(
             self.symbol, current, grace_period=grace_period)
 
         if np.any(updated.iloc[:-1].isnull()):
-            logging.warning(
+            logger.warning(
               " cvxportfolio.%s('%s').data contains NaNs."
               + " You may want to inspect it. If you want, you can delete the"
               + " data file in %s to force re-download from the start.",
@@ -199,25 +201,25 @@ def update(self, grace_period):
                         np.isclose(updated.loc[current.index[:-1]],
                             current.iloc[:-1], equal_nan=True,
                             rtol=1e-08, atol=1e-08)):
-                    logging.error(f"{self.__class__.__name__} update"
+                    logger.error(f"{self.__class__.__name__} update"
                         + f" of {self.symbol} is not append-only!")
                     self._print_difference(current, updated)
                 if hasattr(current, 'columns'):
                     # the first column is open price
                     if not current.iloc[-1, 0] == updated.loc[
                             current.index[-1]].iloc[0]:
-                        logging.error(
+                        logger.error(
                             f"{self.__class__.__name__} update "
                             + f" of {self.symbol} changed last open price!")
                         self._print_difference(current, updated)
                 else:
                     if not current.iloc[-1] == updated.loc[current.index[-1]]:
-                        logging.error(
+                        logger.error(
                             f"{self.__class__.__name__} update"
                             + f" of {self.symbol} changed last value!")
                         self._print_difference(current, updated)
         except KeyError:
-            logging.error("%s update of %s could not be checked for"
+            logger.error("%s update of %s could not be checked for"
                 + " append-only edits. Was there a DST change?",
                 self.__class__.__name__, self.symbol)
         self._store(updated)
@@ -327,7 +329,7 @@ def _clean(data):
         # fill open price with close from day(s) before
         # repeat as long as it helps (up to 1 year)
         for shifter in range(252):
-            logging.info(
+            logger.info(
                 "Filling opens with close from %s days before", shifter)
             orig_missing_opens = data['open'].isnull().sum()
             data['open'] = data['open'].fillna(data['close'].shift(
@@ -481,7 +483,7 @@ def _download(self, symbol, current=None,
                 + ' could have issues with DST.')
         if (current is None) or (len(current) < overlap):
             updated = self._get_data_yahoo(symbol, **kwargs)
-            logging.info('Downloading from the start.')
+            logger.info('Downloading from the start.')
             result = self._clean(updated)
             # we remove first row if it contains NaNs
             if np.any(result.iloc[0].isnull()):
@@ -489,7 +491,7 @@ def _download(self, symbol, current=None,
             return result
         if (now_timezoned() - current.index[-1]
                 ) < pd.Timedelta(grace_period):
-            logging.info(
+            logger.info(
                 'Skipping download because stored data is recent enough.')
             return current
         new = self._get_data_yahoo(symbol, start=current.index[-overlap])
@@ -564,7 +566,7 @@ def _download(
             return self._internal_download(symbol)
         if (pd.Timestamp.today() - current.index[-1]
             ) < pd.Timedelta(grace_period):
-            logging.info(
+            logger.info(
                 'Skipping download because stored data is recent enough.')
             return current
 
@@ -572,7 +574,7 @@ def _download(
         new = new.loc[new.index > current.index[-1]]
 
         if new.empty:
-            logging.info('New downloaded data is empty!')
+            logger.info('New downloaded data is empty!')
             return current
 
         assert new.index[0] > current.index[-1]
@@ -833,7 +835,7 @@ def __init__(
     def _mask_dataframes(self, mask):
         """Mask internal dataframes if necessary."""
         if (self._mask is None) or not np.all(self._mask == mask):
-            logging.info("Masking internal %s dataframes.",
+            logger.info("Masking internal %s dataframes.",
                 self.__class__.__name__)
             colmask = self.returns.columns[mask]
             # self._masked_returns = self._df_or_ser_set_read_only(
@@ -1307,7 +1309,7 @@ def _get_market_data(self, universe, grace_period, storage_backend):
         sys.stdout.flush()
 
         for stock in universe:
-            logging.info(
+            logger.info(
                 'Updating %s with %s.', stock, self.datasource.__name__)
             print('.', end='')
             sys.stdout.flush()
@@ -1342,10 +1344,10 @@ def _remove_missing_recent(self):
         """
 
         if self.prices.iloc[-5:].isnull().any().any():
-            logging.debug(
+            logger.debug(
                 'Removing some recent lines because there are missing values.')
             drop_at = self.prices.iloc[-5:].isnull().any(axis=1).idxmax()
-            logging.debug('Dropping at index %s', drop_at)
+            logger.debug('Dropping at index %s', drop_at)
             self.returns = self.returns.loc[self.returns.index < drop_at]
             if self.prices is not None:
                 self.prices = self.prices.loc[self.prices.index < drop_at]
diff --git a/cvxportfolio/forecast.py b/cvxportfolio/forecast.py
index 263aa23d8..03a86e7fd 100644
--- a/cvxportfolio/forecast.py
+++ b/cvxportfolio/forecast.py
@@ -35,6 +35,7 @@
 from .errors import ForecastError
 from .estimator import Estimator
 
+logger = logging.getLogger(__name__)
 
 def online_cache(values_in_time):
     """A simple online cache that decorates values_in_time.
@@ -74,13 +75,13 @@ def wrapped(self, t, cache=None, **kwargs):
             cache[self] = {}
 
         if t in cache[self]:
-            logging.debug(
+            logger.debug(
                 '%s.values_in_time at time %s is retrieved from cache.',
                 self, t)
             result = cache[self][t]
         else:
             result = values_in_time(self, t=t, cache=cache, **kwargs)
-            logging.debug('%s.values_in_time at time %s is stored in cache.',
+            logger.debug('%s.values_in_time at time %s is stored in cache.',
                 self, t)
             cache[self][t] = result
         return result
@@ -97,12 +98,12 @@ def _agnostic_update(self, t, past_returns):
         """Choose whether to make forecast from scratch or update last one."""
         if (self._last_time is None) or (
             self._last_time != past_returns.index[-1]):
-            logging.debug(
+            logger.debug(
                 '%s.values_in_time at time %s is computed from scratch.',
                 self, t)
             self._initial_compute(t=t, past_returns=past_returns)
         else:
-            logging.debug(
+            logger.debug(
               '%s.values_in_time at time %s is updated from previous value.',
               self, t)
             self._online_update(t=t, past_returns=past_returns)
diff --git a/cvxportfolio/policies.py b/cvxportfolio/policies.py
index b4c647225..928da5a13 100644
--- a/cvxportfolio/policies.py
+++ b/cvxportfolio/policies.py
@@ -46,6 +46,8 @@
     "MultiPeriodOpt",
 ]
 
+logger = logging.getLogger(__name__)
+
 class Policy(Estimator):
     """Base trading policy class, defines execute method."""
 
@@ -361,7 +363,7 @@ def values_in_time_recursive(self, t, current_weights, **kwargs):
             result = current_weights + pd.Series(
                 self.trades_weights.current_value, current_weights.index)
         except MissingTimesError:
-            logging.info("%s didn't trade at time %s because it couldn't find"
+            logger.info("%s didn't trade at time %s because it couldn't find"
                 + " trade weights among the provided ones.",
                 self.__class__.__name__, t)
             result = current_weights
@@ -413,7 +415,7 @@ def values_in_time_recursive(self, t, current_weights, **kwargs):
                 self.target_weights.current_value, current_weights.index
                 ) - current_weights
         except MissingTimesError:
-            logging.info("%s didn't trade at time %s because it couldn't find"
+            logger.info("%s didn't trade at time %s because it couldn't find"
                 + " target weights among the provided ones.",
                 self.__class__.__name__, t)
             result = current_weights
diff --git a/cvxportfolio/result.py b/cvxportfolio/result.py
index 20ac3d51d..9b9c6c878 100644
--- a/cvxportfolio/result.py
+++ b/cvxportfolio/result.py
@@ -11,7 +11,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
-"""This module defines :class:`cvxportfolio.BacktestResult`.
+"""This module defines :class:`BacktestResult`.
 
 This is the object that is returned by the
 :meth:`cvxportfolio.MarketSimulator.backtest`
@@ -22,6 +22,11 @@
 :meth:`BacktestResult.plot` method for producing plots
 and ``__repr__`` magic method, which is invoked when the user
 prints an instance.
+
+.. versionadded:: 1.1.0
+    The :attr:`BacktestResult.log` property, which returns the logs produced
+    during the back-test, at level ``INFO`` or higher. It works also for
+    back-tests run in parallel!
 """
 
 
@@ -29,6 +34,7 @@
 
 import collections
 import logging
+from io import StringIO
 from typing import Dict
 
 import matplotlib.pyplot as plt
@@ -39,6 +45,12 @@
 
 __all__ = ['BacktestResult']
 
+# Module level constants, should be exposed to user (move to configuration.py?)
+RECORD_LOGS = 'INFO'
+LOG_FORMAT = '| %(asctime)s | %(levelname)s | process:%(process)d | %(pathname)s:%(lineno)s | %(message)s '
+
+
+logger = logging.getLogger(__name__)
 
 # def getFiscalQuarter(dt):
 #     """Convert a time to a fiscal quarter."""
@@ -47,6 +59,7 @@
 #     return "Q%i %s" % (quarter, year)
 
 
+# pylint: disable=too-many-public-methods
 class BacktestResult:
     """Store the data from a back-test and produce metrics and plots.
 
@@ -76,9 +89,38 @@ def __init__(self, universe, trading_calendar, costs):
         self._current_universe = pd.Index(universe)
         self._indexer = np.arange(len(universe), dtype=int)
 
+        # record logs
+        self._log = ''
+        self._root_logger = logging.getLogger()
+
+        # We modify the root logger to filter at our chosen level (or lower
+        # if its was lower) and pre-existing handlers (notably the
+        # stderr one) to filter at the level of the original logger, or theirs
+        # if higher. We put them back to their initial state at the end.
+        self._orig_rootlogger_level = self._root_logger.level
+        self._root_logger.setLevel(
+            min(logging.getLevelNamesMapping()[RECORD_LOGS],
+                self._root_logger.level))
+        self._orig_loghandlers_levels = []
+        for pre_existing_handler in self._root_logger.handlers:
+            self._orig_loghandlers_levels.append(pre_existing_handler.level)
+            pre_existing_handler.setLevel(
+                max(self._orig_rootlogger_level, pre_existing_handler.level))
+
+        # add stream handler that we use
+        self._log_stream = StringIO()
+        self._log_stream_handler = logging.StreamHandler(
+            stream=self._log_stream)
+        self._log_stream_handler.setLevel(RECORD_LOGS)
+        self._root_logger.addHandler(self._log_stream_handler)
+
+        # logs formatting
+        formatter = logging.Formatter(LOG_FORMAT)
+        self._log_stream_handler.setFormatter(formatter)
+
     @property
     def _current_full_universe(self):
-        """Helper property used by _change_universe.
+        """Helper property used by ``_change_universe``.
 
         :returns: Current full universe (including assets that were seen
             in the past but have been dropped).
@@ -110,7 +152,7 @@ def _change_universe(self, new_universe):
 
             # otherwise we lose the ordering :(
             else:
-                logging.info(
+                logger.info(
                     "%s joining new universe with old",
                     self.__class__.__name__)
                 joined = pd.Index(
@@ -127,6 +169,7 @@ def _change_universe(self, new_universe):
         self._current_universe = new_universe
         self._indexer = self._h.columns.get_indexer(new_universe)
 
+    #pylint: disable=too-many-arguments
     def _log_trading(self, t: pd.Timestamp,
         h: pd.Series[float], u: pd.Series[float],
         z: pd.Series[float], costs: Dict[str, float],
@@ -168,10 +211,33 @@ def _log_final(self, t, t_next, h, extra_simulator_time):
             self._cash_returns = self._cash_returns.iloc[:tidx]
             self._benchmark_returns = self._benchmark_returns.iloc[:tidx]
 
+        # logging output
+        self._log = self._log_stream.getvalue()
+
+        # put back root logger and handlers to initial state
+        self._root_logger.setLevel(self._orig_rootlogger_level)
+        self._root_logger.removeHandler(self._log_stream_handler)
+        for i, handler in enumerate(self._root_logger.handlers):
+            handler.setLevel(self._orig_loghandlers_levels[i])
+
+        # delete logging helpers (unnecessary?)
+        del self._log_stream_handler
+        self._log_stream.close()
+        del self._log_stream
+
     #
     # General backtest information
     #
 
+    @property
+    def log(self):
+        """Logs from the policy, simulator, market data server, ....
+
+        :return: Logs produced during the back-test, newline separated.
+        :rtype: str
+        """
+        return self._log
+
     @property
     def policy_times(self):
         """The computation time of the policy object at each period.
diff --git a/cvxportfolio/simulator.py b/cvxportfolio/simulator.py
index 11feb0a42..0b630788e 100644
--- a/cvxportfolio/simulator.py
+++ b/cvxportfolio/simulator.py
@@ -39,6 +39,7 @@
 PPY = 252
 __all__ = ['StockMarketSimulator', 'MarketSimulator']
 
+logger = logging.getLogger(__name__)
 
 class MarketSimulator:
     """This class is a generic financial market simulator.
@@ -227,7 +228,7 @@ def simulate(
         if not current_volumes is None:
             non_tradable_stocks = current_volumes[current_volumes <= 0].index
             if len(non_tradable_stocks):
-                logging.info(
+                logger.info(
                     "At time %s the simulator canceled trades on assets %s"
                     + " because their market volumes for the period are zero.",
                     t, non_tradable_stocks)
@@ -281,7 +282,7 @@ def _get_initialized_policy(self, orig_policy, universe, trading_calendar):
 
         # if policy uses a cache load it from disk
         if hasattr(policy, '_cache'):
-            logging.info('Trying to load cache from disk...')
+            logger.info('Trying to load cache from disk...')
             policy._cache = _load_cache(
               signature=self.market_data.partial_universe_signature(universe),
               base_location=self.base_location)
@@ -293,7 +294,7 @@ def _get_initialized_policy(self, orig_policy, universe, trading_calendar):
 
     def _finalize_policy(self, policy, universe):
         if hasattr(policy, '_cache'):
-            logging.info('Storing cache from policy to disk...')
+            logger.info('Storing cache from policy to disk...')
             _store_cache(
               cache=policy._cache,
               signature=self.market_data.partial_universe_signature(universe),
@@ -361,7 +362,7 @@ def _backtest(self, policy, start_time, end_time, h):
             h = h_next
 
             if sum(h) <= 0.: # bankruptcy
-                logging.warning('Back-test ended in bankruptcy at time %s!', t)
+                logger.warning('Back-test ended in bankruptcy at time %s!', t)
                 break
 
         self._finalize_policy(used_policy, h.index)
@@ -410,12 +411,12 @@ def _adjust_h_new_universe(self, h, new_universe):
 
         new_assets = pd.Index(set(new_universe).difference(h.index))
         if len(new_assets):
-            logging.info("Adjusting h vector by adding assets %s", new_assets)
+            logger.info("Adjusting h vector by adding assets %s", new_assets)
 
         remove_assets = pd.Index(set(h.index).difference(new_universe))
         if len(remove_assets):
             total_liquidation = h[remove_assets].sum()
-            logging.info(
+            logger.info(
                 "Adjusting h vector by removing assets %s."
                 + " Their current market value of %s is added"
                 + " to the cash account.", remove_assets, total_liquidation)
diff --git a/docs/result.rst b/docs/result.rst
index 25a7ed26f..386475e66 100644
--- a/docs/result.rst
+++ b/docs/result.rst
@@ -1,11 +1,11 @@
 Back-test result 
 ================
 
-.. automodule:: cvxportfolio.result
-
 .. py:module:: cvxportfolio
      :noindex:
 
+.. automodule:: cvxportfolio.result
+
 .. autoclass:: BacktestResult
 
     .. autoproperty:: cash_key
@@ -88,6 +88,8 @@ Back-test result
     
     .. autoproperty:: simulator_times
 
+    .. autoproperty:: log
+
     .. automethod:: plot