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bjftradinggroup-inc/README.md

BJF Trading Group Inc.

Forex execution research, broker dialect engineering, and arbitrage trading infrastructure. Based in Ontario, Canada.

Active open-source

BEQI — Broker Execution Quality Index Open methodology and Python toolkit to measure retail forex broker execution quality across five dimensions: matching latency, slippage asymmetry, spread widening, last-look hold, requote rate. MIT licensed. Methodology document: bjftradinggroup.com/forex-broker-audit-toolkit

Focus areas

  • Retail forex execution measurement
  • Broker dialect and FIX session engineering
  • Latency arbitrage research
  • Tick-resolved backtesting methodology

Contact

Website: bjftradinggroup.com Email: boris@fesenko.ca Maintainer: Boris Fesenko · Ontario, Canada

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  1. forex-broker-audit-toolkit forex-broker-audit-toolkit Public

    Open methodology + Python toolkit to audit forex broker execution quality — matching latency, slippage asymmetry, last-look, requote rate. MIT licensed.

    Python