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Welcome to the CATSBF (CCFEA Algorithmic Trading Strategy Backtesting Framework) Wiki!

CATSBF is a framework to backtest algorithmic trading strategies against historical data. It is targeted to integrate with Marketcetera (http://www.marketcetera.com/), but can, potentially, integrate with any FIX (http://fixprotocol.org/) enabled trading application.

The framework consists of two modules:

• A Market Data Adapter for Marketcetera (ccfea-marketdata)
• An exchange that pushes market data from the simulated market based on historical data, and match orders received from the connected client (Marketcetera).

Everything that has to do with the backtest itself is handled on the exchange (server), thus it is possible to integrate with other applications.

Currently the only information on how to use and run the framework is in the README files, and the dissertation that I wrote on the framework (http://sourceforge.net/projects/catsbf/files/Documentation/CF981.Dissertation.2011.Daniel.Schiermer.pdf).

CATSBF was developed as a postgraduate project at the Centre for Computational Finance and Economic Agents (CCFEA http://www.ccfea.org).