QuantHouse Launches Stress Testing for Algos Ahead of Mifid II
Vendor partners with datacenter specialists Interxion for algorithmic stress-testing facility
The review of the Markets in Financial Instruments Directive (Mifid II) will require firms engaged in algorithmic trading to be able to stress test their platforms by simulating two times the highest volume of trades over a six-month period.
This is designed to mitigate concerns around the stability of automated trading systems, which have been variously blamed for flash crashes, programming glitches that have cost hundreds of millions of dollars thanks to algorithms erroneously buying and
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