description High-Frequency Trading (HFT) Strategy Backtesting Frameworks Overview
These frameworks simulate trading decisions based on tick-level market data, requiring microsecond precision. They must account for exchange fees, slippage, and order book dynamics (Level 3 data). Success depends on optimizing code for minimal latency, often necessitating hardware-level programming. While powerful for alpha generation, the data requirements are massive, and the competitive landscape means edge advantages decay rapidly.
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