Delivering Algo Performance, Regulatory Conformance and System Integrity Through Enhanced Market Replication

https://tabbforum.com/opinions/delivering-algo-performance-regulatory-conformance-and-system-integrity-through-enhanced-
Iain Greer – Firms need to fully embrace realistic market solutions, provide differentiation from fragmented and limited market simulation environments, and adopt solutions which allow them to quickly and efficiently represent:

  • The different trading strategies of market participants, such as high-frequency traders (HFT), investment managers or competing executions desks
  • The micro-structure of exchanges, including the execution policies, order types, speed bumps or auction rules.
  • The latency and locations of different exchanges or execution venues.
  • The bank’s own internal infrastructure, including smart-order routers, circuit breakers, client on-boarding, and trade processing critical to success.
  • An unlimited number of future scenarios, including regulators’ stress tests, and measure their impact in a safe, virtual environment.
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Author: Chandler

https://www.linkedin.com/in/chandlerparis/