Simulation & Backtesting

HFT strategies require tick-level or order-book simulation to evaluate latency, fill assumptions, and market impact.

Tick-level replay

Replaying historical tick or order-book data in chronological order lets you test signal logic and execution logic against real market microstructure. Latency and queue position can be modeled.

Backtesting engine

Our High-Frequency Backtesting Engine is designed for ultra-fast simulation of HFT strategies. It supports tick data, configurable latency, and realistic fill models. See the Projects section on the homepage for the link.

Considerations

• Fill assumptions (e.g. passive vs aggressive) and queue position
• Latency and slippage modeling
• Survivorship bias and data quality for historical ticks