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Algorithmic Trading Group Forum
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl Trading Strategies >> Development >> Backtest Market Making https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1273142390 Message started by ManInMoon on 05/06/10 at 11:39:49 |
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Title: Backtest Market Making Post by ManInMoon on 05/06/10 at 11:39:49 Does anyone have thoughts on how to best simulate fills on orders placed in the market? Moon |
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