Price response function and spread impact analysis in correlated financial markets
RTL implementation of the Nasdaq ITCH protocol decoder.
Nasdaq TotalView-ITCH 5.0 Parser
Live-backtest your trading strategies in an ultra-low latency environment (tick-to-trade median ~3.9μs, p99 ~12.7μs on a typical laptop). Create custom market data, simulate real-world chaos, and plug in your own algos. Beacon includes a built-in market data handler and matching engine for true live trading simulation.
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