Customer Development Service Plus (CDS Plus)
Achieving high-fidelity market simulation with CDS Plus
Elevate your back-testing and strategy construction capabilities with high-fidelity market simulation in a quick and easy-to-use way. Discover how by taking part in the Customer Development Service Plus (CDS Plus) trial – suitable for large institutions focused on capital markets execution or asset management.
CDS Plus – aims to be a one-stop shop for simulation and algo testing
- Improve algorithm development workflows and A/B testing with an easy-to-access service.
- Simulate relevant current markets conditions and disorderly/stressed market scenarios to validate algo performance and impact while meeting regulatory obligations.
- Benchmark the performance of different algo providers and their algos.
- Accelerate testing allowing multiple trading days to be simulated in a matter of minutes.
- Manage liquidity risk to simulate the cost of having to liquidate portfolios.
Many financial firms risk underperforming when testing equity algorithms and trading strategies. That’s because the methods they use fail to give them rapid, accurate and usable insight needed to continually improve algorithms and equity execution strategies.
Financial firms know that a simple market replay of historical data is insufficient for critical back-testing or constructing winning strategies. And many market-simulation approaches do not reproduce real-market statistics and stylised facts.
Performing high-fidelity simulations is important to validate bespoke-coded trading strategies and to test market-structure hypotheses. Also, regulatory concerns persist around the robustness of policies validated in simulation because the simulations are not reactive – they lack essential fidelity.