QB Simulator Performance

November 4, 2016 - QB’s execution simulator is an important tool for developing and evaluating our algorithms. Starting in November 2013, we have been sending into the simulator a copy of each client order, in supported futures products on the CME, Eurex, and LIFFE (ICE Europe) exchanges. The simulated orders are running exactly the same version of the algorithmic execution code, in identical market conditions, on the same proximity-hosted servers. This thus represents an ideal opportunity to validate the assumptions that underly the simulator, and to compare the relative accuracy of the simulator across different product categories.

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