One of the common methods of testing algorithmic trading is backtesting. Testing algorithmic trading requires continuous data flow such as LTP, LTQ and market depth. Here a simulator is used to ...

A test-first EA playbook for 2026 works because it treats scalable trading as a sequence: backtests that respect margin and liquidation mechanics, robustness checks that reduce overfitting risk, and a ...

AppLabs – As trading has become electronic, trading applications need to be reliable and effective; emphasizing more on the speed of delivery with peaks and troughs in demand. And the answer to these ...

The financial market has witnessed an increasing volume of algorithmic trading, especially as various AI techniques are emerging. Today most transactions in financial markets are executed by automated ...

Rob Lane, global head of sales and marketing at Vela, says integrating the companies' solutions will give Strategy Studio users access to global data and provide faster time to market for buy-side ...

Futures trading used to be reserved for institutions and professional traders; after all, it's known for being fast-paced, complicated and hard to access. But times are changing, and that's no longer ...

Comprehensive structured tick history data might provide great value in terms of ideation, building and testing trading strategies. Let’s explore the indicative equilibrium price (IEP) during the ...

PHLX provides a wide selection of data offerings ranging from real-time information on orders and depth, to historical order book data. Through trader sentiment tools and aggregated trading activity ...