Execution Systems & Backtesting
Deep dive into trading execution infrastructure, exchange mechanics, and event-driven backtesting frameworks. Build sophisticated execution systems and robust backtesting environments.
Exchange
5 topics
Exchange Overview
Understanding modern electronic trading exchanges
Order Book Mechanics
Deep dive into order book structure and dynamics
Matching Engine
How exchanges match buy and sell orders
Market Microstructure
Analysis of market structure, liquidity, and price formation
Latency Optimization
Techniques for minimizing execution latency in trading systems
Event-driven Backtesting
3 topics
Event-Driven Backtesting Introduction
Introduction to event-driven backtesting frameworks
Event-Driven Implementation
Building robust event-driven backtesting systems
Advanced Event-Driven Strategies
Complex event-driven backtesting and portfolio management
Technical Complexity Levels
Key Skills & Technologies
Recommended Learning Path
Advanced Execution Systems
Master the technical foundations of modern trading systems. From exchange mechanics to high-performance backtesting frameworks for institutional-grade execution strategies.