Tagged Questions

7
votes
3answers
246 views

how do you evaluate an FX market aggregator?

My firm is investigating FX aggregation systems to see if we can reduce execution costs for our systematic trading strategies that involve FX (not low latency). Some of the contenders are Integral, ...
8
votes
3answers
845 views

How to generate synthetic FX data for backtesting?

I want to generate synthetic forex data for the purpose of backtesting my trading algorithms. I have some rough ideas in mind on how to do this: Start with a curve representing a trend, then randomly ...