Description
Historical replay ignores your orders' market impact, making strategy tests overly optimistic. MarS from Microsoft Research is a financial market simulation engine powered by a generative foundation model.
It generates realistic order flow and simulates market reactions to your orders for strategy testing, risk and forecasting.
Order-level:Tick by tick.
Impact:Realistic reaction.
Testing:Interactive.
Risk:Scenarios.
It generates realistic order flow and simulates market reactions to your orders for strategy testing, risk and forecasting.
Features
Order-level:Tick by tick.
Impact:Realistic reaction.
Testing:Interactive.
Risk:Scenarios.
