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Artikel, Leitfäden und Einblicke zu algorithmischem Trading, Backtesting-Strategien, quantitativer Analyse und Datenqualität.
1–9 of 40 articles
ENTransaction Costs for Quants: Test 3 Regimes, Watch Engine Risk
Learn how quants can model commissions, spreads, slippage, and market impact, stress test three cost regimes, and account for engine and data risks.
ENSix Bar Aggregation Methods Quants Can Calibrate for ML Backtests
Compare six bar aggregation methods for backtesting and machine learning, then calibrate thresholds and validate results with clean intraday data.
ENSpread Modeling for Backtests: 3 Estimators to Stress Test ML Edge
Compare Roll, Corwin Schultz, and CHL spread estimates; model slippage and impact, then validate ML backtests with walk forward tests and clean minute bars.
ENMT4 History Center: 5 Safe Fixes Before File Repair
Fix MT4 History Center errors with safe refresh and download steps, .hst file repair, and clean data imports for more reliable, reproducible backtests.
ENWhen 1 Minute vs 5 Minute Bars Mislead Quants, Run a Signature Plot
Decide whether 1 minute or 5 minute bars suit your backtest. Follow a research-backed checklist: signature plot, walk forward validation, realistic...
ENMT4 Max Bars for Quants: Fix Broken Backtests with Clean Import Data
Understand how MT4’s chart and history limits work. Change Max bars, troubleshoot missing data, and import clean datasets to produce reproducible backtests.
ENPrevent Broken Backtests: Intraday Data Sources Practitioners Must Audit
Intraday data source checklist for practitioners: verify timestamp provenance, bar labels, and spike detection. Test a sample first.
ENClean Forex Data: 5 Audit Checks Quants Run Before Backtesting
Make clean forex data backtest ready with five audit checks and a 6 step cleaning workflow. Or use ready to import datasets to skip cleanup.
ENQuants: Run This 7 Step Data Audit Before Backtesting on MT4/MT5
A reproducible, audit-first checklist for quants validating MT4/MT5 backtest data. Preserve snapshots, run checksums, classify per-year gaps, smoke-test,...