Introduction

TT Backtesting lets users execute ADL algos in a simulated matching environment while replaying historical market data. These backtests can be used to:

• Evaluate the performance and effectiveness of an algo
• Assess an algo for exchange compliance and risk

TT Backtesting tests algos in a simulated market that replays actual historical market data from specific dates and times. Backtests can also run multiple instances of the same algo, each with different algo parameter values to assess their impact on an algo’s behavior.

When a backtest completes, TT Backtesting provides a summary of behavioral data.