RAPIDLY TEST YOUR ALGORITHMS
IN A SIMULATED ENVIRONMENT
Algo Back Tester is a comprehensive test harness for algorithmic trading systems. It provides a market data sensitive execution environment, allowing for rapid and powerful testing of algorithmic trading. It allows users to test their algorithms against real time, historical, or scripted market conditions, enabling algorithm developers to rapidly evaluate their performance.
What Does it Do?
Algo Back Tester (ABT) is a sophisticated marketplace simulation system for testing Algorithmic Trading Systems. It allows users to define virtual marketplaces – simulations which simulate the behavior of real destinations. Users can connect their trading systems to the AlgoBack Tester, and test algorithms under various market conditions. The ABT’s market data can be configured with the Market Data Controller. The market data environment and algorithm performance can be viewed in real time using the Quote Viewer.
Real Time Testing
ABT can process real time data, allowing you to test your algorithm under real time market conditions. All standard market data feeds are supported, allowing a full real time trading environment for testing algorithmic trading systems.
Historical Testing
ABT can simulate a market data environment based on historical market data, allowing you to compare your algorithms as you change parameters. Historical market data files can be configured once and reused across multiple destinations.
Scripted Testing
A user can create market data scenarios using the ABT Manager. This allows the user to interactively create market data profiles that can test the completeness of all algorithms. These scenarios span across multiple destinations, replicating a real trading environment.
Simulates a Real Market Environment
ABT also publishes its book to your algorithmic trading system, providing the crucial feedback necessary to drive algorithmic trading. The book published reflects the orders sent in, creating a simulated real time market data feed.
Market Position Monitoring
Using the ABT Manager and Console, you can monitor your trading sessions, and their positions and performance.
Benefits of Algo Back Tester
