Non-live Testing: Why trading venues need to test for Emergent Market Disorder and for vulnerability to stressed market conditions by Nicholas Hallam & Nick Idelson
Trading Algorithms, Disorderly Markets and Non-Live Testing A study of emergent behaviours supporting the case for non-live testing regulations by Nicholas Hallam & Nick Idelson
Please contact email@example.com for credentials to access video presentation
Algorithmic Execution: Does Backtesting really help? by Nicholas Hallam. Published in AIMA Journal (Summer 2008)
TraderServe published a major technological study of the obstacles to pan-European best execution in equities which was influential and much of which remains highly relevant today.
Don’t let regulation put your algorithms out of business...
and don’t let your algorithms put you out of business either…