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
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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.