SlideShare a Scribd company logo

Exchange Simulators for SOR / Algo Testing: Advantages vs. Shortcomings

•Download as PPT, PDF•
•
Iosif Itkin
Iosif Itkin

The Advantages of Exchange Simulators in Algo Trading Systems Testing Alexey Zverev, Managing Director Exactpro Systems, Head of CFT QA The Shortcomings of Exchange Simulators Alyona Bulda, ClubQA Co-Founder, Kostroma EXTENT Conference October 29-30, 2011 Test Automation for Trading Systems

BusinessEconomy & Finance
1 of 15
Exchange Simulators for SOR / Algo Testing: Advantages vs. Shortcomings Alexey Zverev, Alyona Bulda Exactpro Systems LLC
SOR & Other Trading Algorithms ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
SOR & Other Trading Algorithms Abstract Scheme
Testing of SOR & Trading Algorithms ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Testing of SOR & Trading Algorithms ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Testing of Trading Systems Connected to Electronic Markets ,[object Object],[object Object]
Testing of Trading Systems Connected to Electronic Markets ,[object Object],[object Object]
Exchange Simulators: Their Role & Species ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
SOR & Other Trading Algorithms vs. Exchange Simulators: Abstract Scheme
The Advantages of Using Exchange Simulators ,[object Object],[object Object],[object Object],[object Object],[object Object]
The Shortcomings of Using Exchange Simulators, API Emulation ,[object Object],[object Object],[object Object],[object Object],[object Object]
The Shortcomings of Using Exchange Simulators, API Emulation ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
The Shortcomings of Using Exchange Simulators, Market Simulation ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
The Shortcomings of Using Exchange Simulators, Market Simulation ,[object Object]
The Shortcomings of Using Exchange Simulators, Market Simulation ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Recommended

AIST 2013 - Data Analysis in Highload Trading Systems
AIST 2013 - Data Analysis in Highload Trading SystemsAIST 2013 - Data Analysis in Highload Trading Systems
AIST 2013 - Data Analysis in Highload Trading SystemsIosif Itkin
 
EXTENT-2016: Conference Opening
EXTENT-2016: Conference OpeningEXTENT-2016: Conference Opening
EXTENT-2016: Conference OpeningIosif Itkin
 
Virtualization Technology for Test Automation
Virtualization Technology for Test AutomationVirtualization Technology for Test Automation
Virtualization Technology for Test AutomationIosif Itkin
 
Delivering Large Post-Trade Initiatives: Quality Assurance and Key Challenges
Delivering Large Post-Trade Initiatives: Quality Assurance and Key ChallengesDelivering Large Post-Trade Initiatives: Quality Assurance and Key Challenges
Delivering Large Post-Trade Initiatives: Quality Assurance and Key ChallengesIosif Itkin
 
Сложности и практики тестирования производительности
Сложности и практики тестирования производительностиСложности и практики тестирования производительности
Сложности и практики тестирования производительностиSQALab
 
The Simple Matter of Project Management
The Simple Matter of Project Management The Simple Matter of Project Management
The Simple Matter of Project Management Iosif Itkin
 
Cost of Quality How to Save Money
Cost of Quality How to Save MoneyCost of Quality How to Save Money
Cost of Quality How to Save MoneyIosif Itkin
 
Verification of Financial Models
Verification of Financial ModelsVerification of Financial Models
Verification of Financial ModelsIosif Itkin
 

Recommended

AIST 2013 - Data Analysis in Highload Trading Systems
AIST 2013 - Data Analysis in Highload Trading SystemsAIST 2013 - Data Analysis in Highload Trading Systems
AIST 2013 - Data Analysis in Highload Trading SystemsIosif Itkin
 
EXTENT-2016: Conference Opening
EXTENT-2016: Conference OpeningEXTENT-2016: Conference Opening
EXTENT-2016: Conference OpeningIosif Itkin
 
Virtualization Technology for Test Automation
Virtualization Technology for Test AutomationVirtualization Technology for Test Automation
Virtualization Technology for Test AutomationIosif Itkin
 
Delivering Large Post-Trade Initiatives: Quality Assurance and Key Challenges
Delivering Large Post-Trade Initiatives: Quality Assurance and Key ChallengesDelivering Large Post-Trade Initiatives: Quality Assurance and Key Challenges
Delivering Large Post-Trade Initiatives: Quality Assurance and Key ChallengesIosif Itkin
 
Сложности и практики тестирования производительности
Сложности и практики тестирования производительностиСложности и практики тестирования производительности
Сложности и практики тестирования производительностиSQALab
 
The Simple Matter of Project Management
The Simple Matter of Project Management The Simple Matter of Project Management
The Simple Matter of Project Management Iosif Itkin
 
Cost of Quality How to Save Money
Cost of Quality How to Save MoneyCost of Quality How to Save Money
Cost of Quality How to Save MoneyIosif Itkin
 
Verification of Financial Models
Verification of Financial ModelsVerification of Financial Models
Verification of Financial ModelsIosif Itkin
 
Behavior Driven Development Pros and Cons
Behavior Driven Development Pros and ConsBehavior Driven Development Pros and Cons
Behavior Driven Development Pros and ConsIosif Itkin
 
EXTENT October 2011 - Test Automation for Trading Systems
EXTENT October 2011 - Test Automation for Trading SystemsEXTENT October 2011 - Test Automation for Trading Systems
EXTENT October 2011 - Test Automation for Trading SystemsIosif Itkin
 
Trading Systems: Testing at the Confluence of FT and NFT
Trading Systems: Testing at the Confluence of FT and NFTTrading Systems: Testing at the Confluence of FT and NFT
Trading Systems: Testing at the Confluence of FT and NFTIosif Itkin
 
TMPA-2014: Exactpro Pep Talk
TMPA-2014: Exactpro Pep TalkTMPA-2014: Exactpro Pep Talk
TMPA-2014: Exactpro Pep TalkIosif Itkin
 
EXTENT Trading Test Tools Evolution Theory
EXTENT Trading Test Tools Evolution TheoryEXTENT Trading Test Tools Evolution Theory
EXTENT Trading Test Tools Evolution TheoryIosif Itkin
 
Верификация технологических платформ Лондонской фондовой биржи
Верификация технологических платформ Лондонской фондовой биржиВерификация технологических платформ Лондонской фондовой биржи
Верификация технологических платформ Лондонской фондовой биржиIosif Itkin
 
Innovation in Quality Assurance – What is the Impact on Trading technology?
Innovation in Quality Assurance – What is the Impact on Trading technology?Innovation in Quality Assurance – What is the Impact on Trading technology?
Innovation in Quality Assurance – What is the Impact on Trading technology?Iosif Itkin
 
High Frequency Trading Infrastructure and Quality Assurance
High Frequency Trading Infrastructure and Quality AssuranceHigh Frequency Trading Infrastructure and Quality Assurance
High Frequency Trading Infrastructure and Quality AssuranceIosif Itkin
 
The next generation of testing tools for exchanges
The next generation of testing tools for exchangesThe next generation of testing tools for exchanges
The next generation of testing tools for exchangesIosif Itkin
 
SEC Regulation SCI Automation Review Compliance
SEC Regulation SCI Automation Review ComplianceSEC Regulation SCI Automation Review Compliance
SEC Regulation SCI Automation Review ComplianceIosif Itkin
 
Trading Clearing Systems Test Automation
Trading Clearing Systems Test AutomationTrading Clearing Systems Test Automation
Trading Clearing Systems Test AutomationIosif Itkin
 
Exactpro: Non-functional testing approach
Exactpro: Non-functional testing approach Exactpro: Non-functional testing approach
Exactpro: Non-functional testing approach Iosif Itkin
 
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution TheoryExtent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution Theoryextentconf Tsoy
 
Extent 2013 Obninsk LSE - The Focus Beyond Low Latency
Extent 2013 Obninsk LSE - The Focus Beyond Low LatencyExtent 2013 Obninsk LSE - The Focus Beyond Low Latency
Extent 2013 Obninsk LSE - The Focus Beyond Low Latencyextentconf Tsoy
 
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...Iosif Itkin
 
Exactpro Test Tools EXTENT Feb 2011
Exactpro Test Tools EXTENT Feb 2011Exactpro Test Tools EXTENT Feb 2011
Exactpro Test Tools EXTENT Feb 2011Iosif Itkin
 
Foundations of Software Testing Lecture 4
Foundations of Software Testing Lecture 4Foundations of Software Testing Lecture 4
Foundations of Software Testing Lecture 4Iosif Itkin
 
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...Iosif Itkin
 
Exactpro FinTech Webinar - Global Exchanges Test Oracles
Exactpro FinTech Webinar - Global Exchanges Test OraclesExactpro FinTech Webinar - Global Exchanges Test Oracles
Exactpro FinTech Webinar - Global Exchanges Test OraclesIosif Itkin
 
Exactpro FinTech Webinar - Global Exchanges FIX Protocol
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolExactpro FinTech Webinar - Global Exchanges FIX Protocol
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolIosif Itkin
 
Operational Resilience in Financial Market Infrastructures
Operational Resilience in Financial Market InfrastructuresOperational Resilience in Financial Market Infrastructures
Operational Resilience in Financial Market InfrastructuresIosif Itkin
 
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
20 Simple Questions from Exactpro for Your Enjoyment This Holiday SeasonIosif Itkin
 

More Related Content

Viewers also liked

Behavior Driven Development Pros and Cons
Behavior Driven Development Pros and ConsBehavior Driven Development Pros and Cons
Behavior Driven Development Pros and ConsIosif Itkin
 
EXTENT October 2011 - Test Automation for Trading Systems
EXTENT October 2011 - Test Automation for Trading SystemsEXTENT October 2011 - Test Automation for Trading Systems
EXTENT October 2011 - Test Automation for Trading SystemsIosif Itkin
 
Trading Systems: Testing at the Confluence of FT and NFT
Trading Systems: Testing at the Confluence of FT and NFTTrading Systems: Testing at the Confluence of FT and NFT
Trading Systems: Testing at the Confluence of FT and NFTIosif Itkin
 
TMPA-2014: Exactpro Pep Talk
TMPA-2014: Exactpro Pep TalkTMPA-2014: Exactpro Pep Talk
TMPA-2014: Exactpro Pep TalkIosif Itkin
 
EXTENT Trading Test Tools Evolution Theory
EXTENT Trading Test Tools Evolution TheoryEXTENT Trading Test Tools Evolution Theory
EXTENT Trading Test Tools Evolution TheoryIosif Itkin
 
Верификация технологических платформ Лондонской фондовой биржи
Верификация технологических платформ Лондонской фондовой биржиВерификация технологических платформ Лондонской фондовой биржи
Верификация технологических платформ Лондонской фондовой биржиIosif Itkin
 
Innovation in Quality Assurance – What is the Impact on Trading technology?
Innovation in Quality Assurance – What is the Impact on Trading technology?Innovation in Quality Assurance – What is the Impact on Trading technology?
Innovation in Quality Assurance – What is the Impact on Trading technology?Iosif Itkin
 
High Frequency Trading Infrastructure and Quality Assurance
High Frequency Trading Infrastructure and Quality AssuranceHigh Frequency Trading Infrastructure and Quality Assurance
High Frequency Trading Infrastructure and Quality AssuranceIosif Itkin
 
The next generation of testing tools for exchanges
The next generation of testing tools for exchangesThe next generation of testing tools for exchanges
The next generation of testing tools for exchangesIosif Itkin
 
SEC Regulation SCI Automation Review Compliance
SEC Regulation SCI Automation Review ComplianceSEC Regulation SCI Automation Review Compliance
SEC Regulation SCI Automation Review ComplianceIosif Itkin
 
Trading Clearing Systems Test Automation
Trading Clearing Systems Test AutomationTrading Clearing Systems Test Automation
Trading Clearing Systems Test AutomationIosif Itkin
 
Exactpro: Non-functional testing approach
Exactpro: Non-functional testing approach Exactpro: Non-functional testing approach
Exactpro: Non-functional testing approach Iosif Itkin
 
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution TheoryExtent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution Theoryextentconf Tsoy
 
Extent 2013 Obninsk LSE - The Focus Beyond Low Latency
Extent 2013 Obninsk LSE - The Focus Beyond Low LatencyExtent 2013 Obninsk LSE - The Focus Beyond Low Latency
Extent 2013 Obninsk LSE - The Focus Beyond Low Latencyextentconf Tsoy
 
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...Iosif Itkin
 
Exactpro Test Tools EXTENT Feb 2011
Exactpro Test Tools EXTENT Feb 2011Exactpro Test Tools EXTENT Feb 2011
Exactpro Test Tools EXTENT Feb 2011Iosif Itkin
 

Viewers also liked (16)

Behavior Driven Development Pros and Cons
Behavior Driven Development Pros and ConsBehavior Driven Development Pros and Cons
Behavior Driven Development Pros and Cons
 
EXTENT October 2011 - Test Automation for Trading Systems
EXTENT October 2011 - Test Automation for Trading SystemsEXTENT October 2011 - Test Automation for Trading Systems
EXTENT October 2011 - Test Automation for Trading Systems
 
Trading Systems: Testing at the Confluence of FT and NFT
Trading Systems: Testing at the Confluence of FT and NFTTrading Systems: Testing at the Confluence of FT and NFT
Trading Systems: Testing at the Confluence of FT and NFT
 
TMPA-2014: Exactpro Pep Talk
TMPA-2014: Exactpro Pep TalkTMPA-2014: Exactpro Pep Talk
TMPA-2014: Exactpro Pep Talk
 
EXTENT Trading Test Tools Evolution Theory
EXTENT Trading Test Tools Evolution TheoryEXTENT Trading Test Tools Evolution Theory
EXTENT Trading Test Tools Evolution Theory
 
Верификация технологических платформ Лондонской фондовой биржи
Верификация технологических платформ Лондонской фондовой биржиВерификация технологических платформ Лондонской фондовой биржи
Верификация технологических платформ Лондонской фондовой биржи
 
Innovation in Quality Assurance – What is the Impact on Trading technology?
Innovation in Quality Assurance – What is the Impact on Trading technology?Innovation in Quality Assurance – What is the Impact on Trading technology?
Innovation in Quality Assurance – What is the Impact on Trading technology?
 
High Frequency Trading Infrastructure and Quality Assurance
High Frequency Trading Infrastructure and Quality AssuranceHigh Frequency Trading Infrastructure and Quality Assurance
High Frequency Trading Infrastructure and Quality Assurance
 
The next generation of testing tools for exchanges
The next generation of testing tools for exchangesThe next generation of testing tools for exchanges
The next generation of testing tools for exchanges
 
SEC Regulation SCI Automation Review Compliance
SEC Regulation SCI Automation Review ComplianceSEC Regulation SCI Automation Review Compliance
SEC Regulation SCI Automation Review Compliance
 
Trading Clearing Systems Test Automation
Trading Clearing Systems Test AutomationTrading Clearing Systems Test Automation
Trading Clearing Systems Test Automation
 
Exactpro: Non-functional testing approach
Exactpro: Non-functional testing approach Exactpro: Non-functional testing approach
Exactpro: Non-functional testing approach
 
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution TheoryExtent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
Extent 2013 Obninsk Test Tools for Trading Systems: Evolution Theory
 
Extent 2013 Obninsk LSE - The Focus Beyond Low Latency
Extent 2013 Obninsk LSE - The Focus Beyond Low LatencyExtent 2013 Obninsk LSE - The Focus Beyond Low Latency
Extent 2013 Obninsk LSE - The Focus Beyond Low Latency
 
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
QA Meet up in Saratov 25.07.15: Инструменты для тестирования и Лондонская фон...
 
Exactpro Test Tools EXTENT Feb 2011
Exactpro Test Tools EXTENT Feb 2011Exactpro Test Tools EXTENT Feb 2011
Exactpro Test Tools EXTENT Feb 2011
 

More from Iosif Itkin

Foundations of Software Testing Lecture 4
Foundations of Software Testing Lecture 4Foundations of Software Testing Lecture 4
Foundations of Software Testing Lecture 4Iosif Itkin
 
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...Iosif Itkin
 
Exactpro FinTech Webinar - Global Exchanges Test Oracles
Exactpro FinTech Webinar - Global Exchanges Test OraclesExactpro FinTech Webinar - Global Exchanges Test Oracles
Exactpro FinTech Webinar - Global Exchanges Test OraclesIosif Itkin
 
Exactpro FinTech Webinar - Global Exchanges FIX Protocol
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolExactpro FinTech Webinar - Global Exchanges FIX Protocol
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolIosif Itkin
 
Operational Resilience in Financial Market Infrastructures
Operational Resilience in Financial Market InfrastructuresOperational Resilience in Financial Market Infrastructures
Operational Resilience in Financial Market InfrastructuresIosif Itkin
 
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
20 Simple Questions from Exactpro for Your Enjoyment This Holiday SeasonIosif Itkin
 
Testing the Intelligence of your AI
Testing the Intelligence of your AITesting the Intelligence of your AI
Testing the Intelligence of your AIIosif Itkin
 
EXTENT 2019: Exactpro Quality Assurance for Financial Market Infrastructures
EXTENT 2019: Exactpro Quality Assurance for Financial Market InfrastructuresEXTENT 2019: Exactpro Quality Assurance for Financial Market Infrastructures
EXTENT 2019: Exactpro Quality Assurance for Financial Market InfrastructuresIosif Itkin
 
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...Iosif Itkin
 
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan Shamrai
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan ShamraiEXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan Shamrai
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan ShamraiIosif Itkin
 
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference Open
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference OpenEXTENT Talks QA Community Tbilisi 20 April 2019 - Conference Open
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference OpenIosif Itkin
 
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...Iosif Itkin
 
QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...
QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...
QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...Iosif Itkin
 
QA Community Saratov: Past, Present, Future (2019-02-08)
QA Community Saratov: Past, Present, Future (2019-02-08)QA Community Saratov: Past, Present, Future (2019-02-08)
QA Community Saratov: Past, Present, Future (2019-02-08)Iosif Itkin
 
Machine Learning and RoboCop Testing
Machine Learning and RoboCop TestingMachine Learning and RoboCop Testing
Machine Learning and RoboCop TestingIosif Itkin
 
Behaviour Driven Development: Oltre i limiti del possibile
Behaviour Driven Development: Oltre i limiti del possibileBehaviour Driven Development: Oltre i limiti del possibile
Behaviour Driven Development: Oltre i limiti del possibileIosif Itkin
 
2018 - Exactpro Year in Review
2018 - Exactpro Year in Review2018 - Exactpro Year in Review
2018 - Exactpro Year in ReviewIosif Itkin
 
Exactpro Discussion about Joy and Strategy
Exactpro Discussion about Joy and StrategyExactpro Discussion about Joy and Strategy
Exactpro Discussion about Joy and StrategyIosif Itkin
 
FIX EMEA Conference 2018 - Post Trade Software Testing Challenges
FIX EMEA Conference 2018 - Post Trade Software Testing ChallengesFIX EMEA Conference 2018 - Post Trade Software Testing Challenges
FIX EMEA Conference 2018 - Post Trade Software Testing ChallengesIosif Itkin
 
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)Iosif Itkin
 

More from Iosif Itkin (20)

Foundations of Software Testing Lecture 4
Foundations of Software Testing Lecture 4Foundations of Software Testing Lecture 4
Foundations of Software Testing Lecture 4
 
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...
 
Exactpro FinTech Webinar - Global Exchanges Test Oracles
Exactpro FinTech Webinar - Global Exchanges Test OraclesExactpro FinTech Webinar - Global Exchanges Test Oracles
Exactpro FinTech Webinar - Global Exchanges Test Oracles
 
Exactpro FinTech Webinar - Global Exchanges FIX Protocol
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolExactpro FinTech Webinar - Global Exchanges FIX Protocol
Exactpro FinTech Webinar - Global Exchanges FIX Protocol
 
Operational Resilience in Financial Market Infrastructures
Operational Resilience in Financial Market InfrastructuresOperational Resilience in Financial Market Infrastructures
Operational Resilience in Financial Market Infrastructures
 
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
20 Simple Questions from Exactpro for Your Enjoyment This Holiday Season
 
Testing the Intelligence of your AI
Testing the Intelligence of your AITesting the Intelligence of your AI
Testing the Intelligence of your AI
 
EXTENT 2019: Exactpro Quality Assurance for Financial Market Infrastructures
EXTENT 2019: Exactpro Quality Assurance for Financial Market InfrastructuresEXTENT 2019: Exactpro Quality Assurance for Financial Market Infrastructures
EXTENT 2019: Exactpro Quality Assurance for Financial Market Infrastructures
 
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...
 
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan Shamrai
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan ShamraiEXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan Shamrai
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan Shamrai
 
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference Open
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference OpenEXTENT Talks QA Community Tbilisi 20 April 2019 - Conference Open
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference Open
 
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...
 
QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...
QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...
QAFF Chicago 2019 - Complex Post-Trade Systems, Requirements Traceability and...
 
QA Community Saratov: Past, Present, Future (2019-02-08)
QA Community Saratov: Past, Present, Future (2019-02-08)QA Community Saratov: Past, Present, Future (2019-02-08)
QA Community Saratov: Past, Present, Future (2019-02-08)
 
Machine Learning and RoboCop Testing
Machine Learning and RoboCop TestingMachine Learning and RoboCop Testing
Machine Learning and RoboCop Testing
 
Behaviour Driven Development: Oltre i limiti del possibile
Behaviour Driven Development: Oltre i limiti del possibileBehaviour Driven Development: Oltre i limiti del possibile
Behaviour Driven Development: Oltre i limiti del possibile
 
2018 - Exactpro Year in Review
2018 - Exactpro Year in Review2018 - Exactpro Year in Review
2018 - Exactpro Year in Review
 
Exactpro Discussion about Joy and Strategy
Exactpro Discussion about Joy and StrategyExactpro Discussion about Joy and Strategy
Exactpro Discussion about Joy and Strategy
 
FIX EMEA Conference 2018 - Post Trade Software Testing Challenges
FIX EMEA Conference 2018 - Post Trade Software Testing ChallengesFIX EMEA Conference 2018 - Post Trade Software Testing Challenges
FIX EMEA Conference 2018 - Post Trade Software Testing Challenges
 
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)
 

Recently uploaded

Progress Report - Oracle Database Analyst Summit
Progress Report - Oracle Database Analyst SummitProgress Report - Oracle Database Analyst Summit
Progress Report - Oracle Database Analyst SummitHolger Mueller
 
MONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRL
MONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRLMONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRL
MONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRLSeo
 
M.C Lodges -- Guest House in Jhang.
M.C Lodges -- Guest House in Jhang.M.C Lodges -- Guest House in Jhang.
M.C Lodges -- Guest House in Jhang.Aaiza Hassan
 
Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...
Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...
Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...lizamodels9
 
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒anilsa9823
 
Creating Low-Code Loan Applications using the Trisotech Mortgage Feature Set
Creating Low-Code Loan Applications using the Trisotech Mortgage Feature SetCreating Low-Code Loan Applications using the Trisotech Mortgage Feature Set
Creating Low-Code Loan Applications using the Trisotech Mortgage Feature SetDenis Gagné
 
0183760ssssssssssssssssssssssssssss00101011 (27).pdf
0183760ssssssssssssssssssssssssssss00101011 (27).pdf0183760ssssssssssssssssssssssssssss00101011 (27).pdf
0183760ssssssssssssssssssssssssssss00101011 (27).pdfRenandantas16
 
Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...
Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...
Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...Dipal Arora
 
RSA Conference Exhibitor List 2024 - Exhibitors Data
RSA Conference Exhibitor List 2024 - Exhibitors DataRSA Conference Exhibitor List 2024 - Exhibitors Data
RSA Conference Exhibitor List 2024 - Exhibitors DataExhibitors Data
 
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...Any kyc Account
 
Regression analysis: Simple Linear Regression Multiple Linear Regression
Regression analysis: Simple Linear Regression Multiple Linear RegressionRegression analysis: Simple Linear Regression Multiple Linear Regression
Regression analysis: Simple Linear Regression Multiple Linear RegressionRavindra Nath Shukla
 
B.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptx
B.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptxB.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptx
B.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptxpriyanshujha201
 
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service AvailableCall Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service AvailableDipal Arora
 
Best VIP Call Girls Noida Sector 40 Call Me: 8448380779
Best VIP Call Girls Noida Sector 40 Call Me: 8448380779Best VIP Call Girls Noida Sector 40 Call Me: 8448380779
Best VIP Call Girls Noida Sector 40 Call Me: 8448380779Delhi Call girls
 
Insurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usageInsurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usageMatteo Carbone
 
The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...
The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...
The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...Aggregage
 
Call Girls In Panjim North Goa 9971646499 Genuine Service
Call Girls In Panjim North Goa 9971646499 Genuine ServiceCall Girls In Panjim North Goa 9971646499 Genuine Service
Call Girls In Panjim North Goa 9971646499 Genuine Serviceritikaroy0888
 
A305_A2_file_Batkhuu progress report.pdf
A305_A2_file_Batkhuu progress report.pdfA305_A2_file_Batkhuu progress report.pdf
A305_A2_file_Batkhuu progress report.pdftbatkhuu1
 
HONOR Veterans Event Keynote by Michael Hawkins
HONOR Veterans Event Keynote by Michael HawkinsHONOR Veterans Event Keynote by Michael Hawkins
HONOR Veterans Event Keynote by Michael HawkinsMichael W. Hawkins
 

Recently uploaded (20)

Progress Report - Oracle Database Analyst Summit
Progress Report - Oracle Database Analyst SummitProgress Report - Oracle Database Analyst Summit
Progress Report - Oracle Database Analyst Summit
 
Forklift Operations: Safety through Cartoons
Forklift Operations: Safety through CartoonsForklift Operations: Safety through Cartoons
Forklift Operations: Safety through Cartoons
 
MONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRL
MONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRLMONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRL
MONA 98765-12871 CALL GIRLS IN LUDHIANA LUDHIANA CALL GIRL
 
M.C Lodges -- Guest House in Jhang.
M.C Lodges -- Guest House in Jhang.M.C Lodges -- Guest House in Jhang.
M.C Lodges -- Guest House in Jhang.
 
Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...
Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...
Call Girls In Holiday Inn Express Gurugram➥99902@11544 ( Best price)100% Genu...
 
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
VIP Call Girls In Saharaganj ( Lucknow ) 🔝 8923113531 🔝 Cash Payment (COD) 👒
 
Creating Low-Code Loan Applications using the Trisotech Mortgage Feature Set
Creating Low-Code Loan Applications using the Trisotech Mortgage Feature SetCreating Low-Code Loan Applications using the Trisotech Mortgage Feature Set
Creating Low-Code Loan Applications using the Trisotech Mortgage Feature Set
 
0183760ssssssssssssssssssssssssssss00101011 (27).pdf
0183760ssssssssssssssssssssssssssss00101011 (27).pdf0183760ssssssssssssssssssssssssssss00101011 (27).pdf
0183760ssssssssssssssssssssssssssss00101011 (27).pdf
 
Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...
Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...
Call Girls Navi Mumbai Just Call 9907093804 Top Class Call Girl Service Avail...
 
RSA Conference Exhibitor List 2024 - Exhibitors Data
RSA Conference Exhibitor List 2024 - Exhibitors DataRSA Conference Exhibitor List 2024 - Exhibitors Data
RSA Conference Exhibitor List 2024 - Exhibitors Data
 
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
KYC-Verified Accounts: Helping Companies Handle Challenging Regulatory Enviro...
 
Regression analysis: Simple Linear Regression Multiple Linear Regression
Regression analysis: Simple Linear Regression Multiple Linear RegressionRegression analysis: Simple Linear Regression Multiple Linear Regression
Regression analysis: Simple Linear Regression Multiple Linear Regression
 
B.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptx
B.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptxB.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptx
B.COM Unit – 4 ( CORPORATE SOCIAL RESPONSIBILITY ( CSR ).pptx
 
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service AvailableCall Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
Call Girls Pune Just Call 9907093804 Top Class Call Girl Service Available
 
Best VIP Call Girls Noida Sector 40 Call Me: 8448380779
Best VIP Call Girls Noida Sector 40 Call Me: 8448380779Best VIP Call Girls Noida Sector 40 Call Me: 8448380779
Best VIP Call Girls Noida Sector 40 Call Me: 8448380779
 
Insurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usageInsurers' journeys to build a mastery in the IoT usage
Insurers' journeys to build a mastery in the IoT usage
 
The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...
The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...
The Path to Product Excellence: Avoiding Common Pitfalls and Enhancing Commun...
 
Call Girls In Panjim North Goa 9971646499 Genuine Service
Call Girls In Panjim North Goa 9971646499 Genuine ServiceCall Girls In Panjim North Goa 9971646499 Genuine Service
Call Girls In Panjim North Goa 9971646499 Genuine Service
 
A305_A2_file_Batkhuu progress report.pdf
A305_A2_file_Batkhuu progress report.pdfA305_A2_file_Batkhuu progress report.pdf
A305_A2_file_Batkhuu progress report.pdf
 
HONOR Veterans Event Keynote by Michael Hawkins
HONOR Veterans Event Keynote by Michael HawkinsHONOR Veterans Event Keynote by Michael Hawkins
HONOR Veterans Event Keynote by Michael Hawkins
 

Exchange Simulators for SOR / Algo Testing: Advantages vs. Shortcomings

  • 1. Exchange Simulators for SOR / Algo Testing: Advantages vs. Shortcomings Alexey Zverev, Alyona Bulda Exactpro Systems LLC
  • 2.
  • 3. SOR & Other Trading Algorithms Abstract Scheme
  • 4.
  • 5.
  • 6.
  • 7.
  • 8.
  • 9. SOR & Other Trading Algorithms vs. Exchange Simulators: Abstract Scheme
  • 10.
  • 11.
  • 12.
  • 13.
  • 14.
  • 15.