Adding artificial order flow into a simulated market so the book behaves more like a real, busy venue rather than an empty or overly clean one. It stress-tests a strategy’s ability to find genuine signal in a realistic amount of market noise.
Adding artificial order flow into a simulated market so the book behaves more like a real, busy venue rather than an empty or overly clean one. It stress-tests a strategy’s ability to find genuine signal in a realistic amount of market noise.