Project Betfair, part 3: backtesting an HFT market-making strategy for Betfair

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3 pointsmildbyte2 comments

Interesting approach do you have experience in HFT from outside Betfair?

My backtester, paper trader and live framework are one and the same, all in python, any reason for scala?

Also feel free to join us in using Betfairlightweight and the slack group:

Thanks! My background is in slower trading, and on the tech side, so this was quite different for me.

No really good reason to use Scala, I thought the speed would help with market making + having static typing did catch some bugs before I ran it. OTOH I can see the benefit of running the same codebase for backtest or live trading.

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