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CST: 16/12/2019 07:02:51   

InfoReach Unveils HiFREQ Strategy Backtesting and Scenario Testing

45 Days ago

The New HiFREQ Strategy Testing Framework Allows InfoReach Clients to Evaluate Performance and Validate the Behavior of Trading Strategies

Chicago, IL, Oct. 31, 2019 (GLOBE NEWSWIRE) -- InfoReach has introduced its new HiFREQ Strategy Testing framework. With this environment, clients can effectively evaluate performance and validate the behavior of trading strategies implemented in their HiFREQ platform.

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Clients can select between Backtesting and Scenario testing modes for running HiFREQ strategies. In the Backtesting mode, a strategy is tested against historical market data. While in Scenario testing mode, clients can test for step-by-step validation of the strategy’s expected behavior.

Key features and benefits:

  • Replay top-of-book and depth-of-book market data
  • Supports global equities, futures, options, and FX.
  • Tests are fully deterministic
  • High-speed runtime (CPU-bound), driven by a virtual time service.
  • Ability to run tests in the developer’s IDE and continuous integration environments. Scenario tests can run as JUnit tests.
  • Convenient runtime environment to schedule execution of large batches of tests and run tests in parallel.
  • Strategy code is tested as is, without any accommodation for the testing runtime.
  • Extensible architecture to support pluggable data replayers, exchange simulators, and trading stat collectors.
  • Highly configurable and customizable simulation environment.

The system ensures fully predictable results when running a test multiple times with the same parameters against the same data. The same strategy code can run in production or either testing mode.

The testing system robustly operates on a single-threaded event loop with a virtual timeline. It is continuously polling scheduled events:

  • Market data updates from the historical data playback or programmatically injected.
  • Timer events.
  • Order execution events.
  • Delays to imitate the transport latency to/from the exchanges.
  • Conflation to imitate missed events due to delays in the strategy code.

With HiFREQ Strategy Testing, InfoReach has enhanced the collection of tools clients can use to advance their trading strategies and make them more reliable.

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About InfoReach

InfoReach is an independent provider of multi-asset broker-neutral software solutions for electronic trading, including OMS and EMS platforms for global equities, futures, options, forex, and fixed income. InfoReach team delivers high-performance technology with high-touch support. The buy-side and sell-side client systems are tailored to accommodate current and future needs. They are configurable to deliver unique adaptations without adding development time and costs.

For more than 20 years, InfoReach has helped clients to improve their trade execution process and performance with efficient design and support of consolidated trading tools and global connectivity network.

InfoReach is a privately-held company headquartered in Chicago, with offices in New York and Amsterdam.  For more information, visit www.inforeachinc.com. For announcements and more information, follow us on Twitter @InfoReach and check our blog.

Nick Halvorsen
InfoReach
nick.halvorsen@inforeachinc.com

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