HFT Strategy Builder
Pure-HFT strategies replayed against the live-captured Derive Level-3 order book. Test a strategy → see its equity curve and trade ledger.
LIVE · counterfactual fee analysis
Runs the selected strategy against the last
5 minutes of L3 ticks (rolling Parquet stream)
and asks: at +2 bps maker or +5 bps colo rebate, what flips losers into winners?
Waiting for L3 ticks…