Behavioral testing environment for proprietary intraday trading system (2003–2004)

The environment built for Major European investment bank provides means for backtesting of trading strategies incorporated into existing intraday trading system realizing arbitrage opportunities by trading with combinations of equity baskets and equity index futures.

Peter Gagarinov
Peter Gagarinov
Software Engineering Architect and Consultant

Software engineering architect and an open source enthusiast with a focus on machine learning, trading system, applied financial and mathematical modelling, distributed systems and technical computing.

Related