The Reason You Can’t Find Search Results for “Tickly Backtesting,” “Backtesting With Trades” Is Obvious
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The other night I went on a scour across DDG GOOGL and a few search engines.
I was actually looking for an existing backtesting package that implemented some kind of tickly data, to test market making hypotheses historically.
The complication is that, no matter where I looked, the best solution I could find…