Briefing Notes

2016

Played Out ‐ Why market replay fails as a solution for MiFID II algorithm testing ‐ Extended Version with example (PDF)

Sold a Dummy – Why exchange test symbols fail as a solution to MiFID II algorithm testing requirements for investment firms (PDF)

Non-Live Testing of Algorithms & the EU Market Abuse Regulation (MAR) – protecting your organisation and market integrity (PDF)

2014 Treasury Flash Crash & its Implications for Non-Live Testing (PDF)

The Flash Crash Blame Game (PDF)

MiFID II Non-Live Testing of Algorithms briefing (PDF)

and don’t let your algorithms put you out of business either…