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Articles, guides and insights on algorithmic trading, backtesting strategies, quantitative analysis, and data quality.

19 of 11 articles

Audit First MT5 Backtesting Data: Gap, Timestamp, Ready to Import
Backtesting

Audit First MT5 Backtesting Data: Gap, Timestamp, Ready to Import

Run gap and timestamp audits, import clean minute bar or validated tick data, and verify modeling quality to produce reproducible MT5 backtests.

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What Good Data Vendor Support Actually Looks Like
Backtesting

What Good Data Vendor Support Actually Looks Like

Discover what effective data vendor support entails. Ensure your quant team receives validated data, flexible delivery, and direct engineer access.

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How to Import CSV Data Into MT4 for Backtesting
Backtesting

How to Import CSV Data Into MT4 for Backtesting

Learn how to easily import CSV data into MT4 for backtesting. Follow simple steps and troubleshoot common issues to enhance your trading accuracy.

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How to Achieve 99% Modeling Quality in MT4 for Backtests
Backtesting

How to Achieve 99% Modeling Quality in MT4 for Backtests

Achieve 99% modeling quality in MT4 backtests by importing real tick data and ensuring zero errors for trustworthy results.

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Minute Bar Data: What Quants Need for Reliable Backtests
Backtesting

Minute Bar Data: What Quants Need for Reliable Backtests

Discover how minute bar data enhances backtesting accuracy for trading strategies. Ensure reliable results with quality, exchange-sourced data.

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Data Snooping Bias: How Researchers and Quants Catch It
Backtesting

Data Snooping Bias: How Researchers and Quants Catch It

Discover how to identify and avoid data snooping bias in research. Learn its implications in drug trials and quantitative trading.

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High Risk EA Backtest: €500 to €4,030 in 16 Days — What the Numbers Actually Tell You
Backtesting

High Risk EA Backtest: €500 to €4,030 in 16 Days — What the Numbers Actually Tell You

A backtest showing a €500 account growing to over €4,000 in 16 days looks extraordinary. Here's how to read past the headline and understand what's really going on under the hood.

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Sharpe Ratio vs CAGR: How to Trade Off the Two Metrics in an 11-Year Backtest
Backtesting

Sharpe Ratio vs CAGR: How to Trade Off the Two Metrics in an 11-Year Backtest

When evaluating a long-term algorithmic trading backtest, Sharpe ratio and CAGR often pull in opposite directions. Here's a practical framework for deciding which one deserves more weight — and when.

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What Is a Good Profit Factor for an MT5 EA?
Backtesting

What Is a Good Profit Factor for an MT5 EA?

Profit factor is one of the most cited metrics in MT5 backtesting, but what number actually means your EA is worth trading? This guide breaks down how to interpret profit factor in context.

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