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Quantitative Finance · Glosarium

Apa itu Reactive simulation?

Definition 11.5 Research, Data and Risk Platforms · Bab 11 — Backtest-Engine Architecture

A reactive simulation is a backtest in which the strategy’s orders are real orders in a simulated market: they rest in its queues, trade against the other participants’ orders and change what those orders execute against afterwards, so that the market the strategy meets depends on the strategy’s presence. The firm uses it as fidelity level 4, the exchange simulator standing in for the venue.

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