We provide a simulation environment to replay recorded market data and simulate order behavior. Several different order types can be simulated and emitted via our FIX interface.
The Simulator provides a backtesting framework to measure execution performance over time. Several different order types are supported including Limit, Auction and Benchmark Algo with tunable execution horizon.
A fundamental concept for the CW simulation environment is to use the same software for both research and production trading. Flip a configuration switch to go from backtesting mode to generating real orders to be sent out to the market.
Full support for replaying level 2 market data to view the full depth of the order book. Can be paused at a point in time to see orders being added, deleted or filled.
Measure several descriptive statistics on PNL, position distribution, drawdowns, fees and rebates, funding cost, turnover, portfolio size and fill ratios.
Data from previously recorded events is used to run a trade simulation.
The exchange simulation is run with Code Willing’s Order Management System.
Results from the Exchange Simulation is returned to the user to make important trade decisions.
For more information or to get set up with our Simulation Environment, please fill out our form.
Contact us today to learn more.