Custom algos

Test and iterate on trading algorithms in a realistic simulated environment.

This feature is coming soon.

Overview

Deploy your own trading logic into a PulseABM simulation and observe how it interacts with a full population of heterogeneous market agents. Backtest strategies, measure fill rates, and evaluate P&L without risking capital or requiring access to a live venue.

What you will be able to do

  • Write trading logic in Python and run it against a realistic simulated market
  • Receive per-tick market state including order book, last trade, and position
  • Backtest across different market regimes and volatility scenarios
  • Collect detailed trade logs, fill analysis, and P&L attribution
  • Iterate rapidly without exchange connectivity or market data subscriptions