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Articles, guides and insights on algorithmic trading, backtesting strategies, quantitative analysis, and data quality.
1–9 of 93 articles
Quants: 20,000 Bars Is Roughly 10 Weeks of Intraday History
Quants: convert platform bar caps into calendar time. 20,000 one minute bars is about 10 weeks. Learn when tick data matters and where to get clean minute...
Avoid 50–100x Slowdowns: MT4 vs MT5 Data Rules for Quants
Engineer checklist for MT4 and MT5 data: match timezones, import M1 or real ticks, use MT5's nine column format, and run a five step audit to stop bad...
Stop Fake Alpha: 5 Checks Quants Need for Hedging Backtesting Data
A quant's vendor-diligence checklist for hedging backtesting data: five field-level checks, four validation tests, and a realistic fills model to avoid...
XAUUSD Setup Framework: Tuesday Pre-New York Session Analysis
A framework-driven look at why Tuesday's pre-New York window on XAUUSD attracts algorithmic attention, and how to test the idea properly before risking capital.
From 100s to Under 1s: Data Delivery Speed for Quants
Engineer-first guide for quants to cut minute-bar waits from 100s to under 1s. Practical fixes: batching, async pulls, columnar formats, and import-ready...
Match Metals Intraday Data to Execution or Backtests for Quants
Match metals intraday data to execution or backtesting. Practical QA checks: timestamps, contract rolls, sample-day audits, and why clean minute bar...
Four Forex Minute Data Sources for Quants Ready for MT4/MT5
Quant focused guide to forex minute data sources with MT4/MT5 import checks, a 15 minute verification checklist, and the EURUSD 1mo sample to start...
Fix Broken Backtests: Automated Strategy Tools with S&P 500 1mo Data
Practical guide for intraday quants: use automated strategy tools, audit minute bars, and apply S&P 500 Back Adjusted 1mo data to reduce backtest bias.
Prevent Flipped Backtests: Index Data Accuracy QA for Nifty 50 1m
QA checklist for Nifty 50 1m minute bars: demand point in time membership, provenance, a QA report, and a sample CSV before buying.