Broker API metrics that matter for unattended trading
Use p95 and p99 timings, reconcile fills, and test reconnects before an unattended trading agent routes live capital through a broker API.
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Execution costs for trading agents: spread, fees and slippage
Model spread, commission and slippage by instrument, order type and size. Build realistic execution costs into an unattended trading agent before live…
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Strategy description metrics: measure what plain language hides
Measure a strategy description by defining signals, order rules, execution costs and exposure, then compare intended decisions with fills and realised risk.
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Measuring execution costs for an unattended trading agent
Measure execution costs for agents by separating spread, commission and slippage, then benchmark fills against quotes, order size and market conditions.
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