Systemathics
Plug & Trade
Monitor market opportunities,Run High Frequency Strategies

Systemathics Training

Virtual Market

Register / Program

Introduction
  • What is a virtual market?
  • Market rules
  • Execution algorithms
The challenges and constraints
  • Overfitting
  • Markets / Orders
  • Needed informations to simulate executions
Modeling and Implementation
  • The microstructure of the order book
  • Probability vs Deterministic
  • Simulations : latency, rules, market activity
Case study
  • Ordre Limit
  • Ordre Fill or Kill
Extension
  • Multi-Threading
Duration
  • 1 day

Register / Program