10/22/25 at 01:18:40  
  Welcome, Guest. Please Login
 Algorithmic Trading Forum
 
 
  HomeHelpSearchLogin  
 
  Algorithmic Trading Group Forum › Trading Strategies › Research › Backtest Market Making
(Moderators: Co0olCat, Forum Administrator) ‹ Previous topic | Next topic ›
Pages: 1
Send Topic Print
Backtest Market Making (Read 40629 times)
ManInMoon
Newbie
*
Offline

I like this forum!

Posts: 7
Backtest Market Making
05/06/10 at 10:50:20  
Hi,

Does anybody have good idea as to how to simulate market making strategies for backtesting purposes?

In particular - how to simulate fills?

Moon
Back to top
 
 
  IP Logged
Algo Designer
Forum Administrator
*****
Offline

Nihil desperandum

Posts: 182
Sydney
Gender: male
Re: Backtest Market Making
Reply #1 - 12/22/10 at 04:27:26  
You would need an exchange simulator that can incorporate the external market data input and a few types trading agents representing market participants.
Back to top
 
 
"Success is the sum of small efforts, repeated day in and day out..."
  IP Logged
Pages: 1
Send Topic Print
‹ Previous topic | Next topic ›
  « Home ‹ Board

Algorithmic Trading Group Forum » Powered by YaBB 2.2.2!
YaBB © 2000-2008. All Rights Reserved.