I’ve been using Nubra Brokers’ testing environment (their HFT parent setup), and it’s the first time a “test mode” actually felt close to real market conditions.

Sharing something I found genuinely useful while testing algos. I’ve been using Nubra [https://nubra.io/products/api/](https://nubra.io/products/api/) testing environment where you can run stock + options strategies during live market hours, but without deploying real capital. [https://uat.nubra.io/dashboard/watchlist](https://uat.nubra.io/dashboard/watchlist) https://preview.redd.it/4b23b3d98feg1.png?width=1920&format=png&auto=webp&s=0918877e055dbb2cf10ad85617657151b1a0e7cb * The image shows all trades executed in live market like test environment, equities + options * No real funds involved * Orders are placed during actual market hours * Same live market data feed as production * Difference is: orders aren’t sent to the exchange, they’re internally matched and reflected on the dashboard What stood out to me is that this isn’t typical paper trading: * Same order types (market/intraday/etc.) * Same timestamps, fills, order lifecycle * Exposes execution bugs, reentry loops, sizing issues that backtests never show * Feels much closer to how strategies behave once deployed live https://preview.redd.it/bnjqjpm1efeg1.png?width=1920&format=png&auto=webp&s=e57ca8239cb85116c566ca023c4979d4c12e81e8 The above image is the Live market dashboard where I had taken only 1 trade. From what I understand, the order placement in UAT is only through API's and the dashboard they've built is to visually see the strategy performance. Please suggest some strategies to test out. Right now I've done basic opening range breakout and the 9:20 short straddle. I'm trying to convert my (manual) delta neutral adjustment based strat to an algo to test first to see if it makes any money at all. Since they give live greeks as well, I stay put till gamma tops and then take a straddle/make adjustments to the straddle legs.