Developed a comprehensive back-testing platform that simulates various market conditions and trading scenarios to evaluate strategy performance.

Objective: To develop a robust framework for back-testing market-making strategies in FX (Spot) and FI (Futures).

Approach: Developed a comprehensive back-testing platform that simulates various market conditions and trading scenarios to evaluate strategy performance. The platform incorporated historical market data and advanced analytics to assess the robustness and effectiveness of market-making strategies. Conducted extensive validation and stress testing to ensure the accuracy and reliability of the back-testing results. Collaborated with trading and IT teams to integrate the platform into the existing trading infrastructure, ensuring seamless operation and real-time updates.

Outcome: Enabled more accurate and reliable strategy assessments, leading to the refinement and optimization of trading algorithms. This framework contributed to a significant reduction in trading risks and enhanced strategy effectiveness. The successful implementation of the back-testing framework provided valuable insights into strategy performance and supported the firm's continuous improvement efforts in algorithmic trading.