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Quantitative Finance · Begrippenlijst

Wat is Sim-to-live reconciliation, shadow trading?

Ook bekend als: sim-to-live reconciliation · shadow trading

Definition 19.1 Research Craft: Predictors, Backtests, Measurement, Portfolios · Hoofdstuk 19 — Simulation Versus Live

Sim-to-live reconciliation is the systematic comparison of a strategy’s live orders, fills and P&L with what its simulator produces on the same market data and the same signals. Shadow trading runs the simulator in parallel with live trading, on the live feed, so that the comparison is available every day.

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