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Articles, guides and insights on algorithmic trading, backtesting strategies, quantitative analysis, and data quality.
19–27 of 42 articles
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.
4 Checks Quants Must Run Before Buying the S&P 500 Minute Bar Pack
For quants: four checks to validate S&P 500 minute bar bundles, avoid backtest to live drift, and import data reproducibly.
5 Minute Import Test for a Data Coverage List Before You Buy
Test a vendor sample for 5 minutes to verify a data coverage list, catch survivorship or timezone gaps, and confirm import readiness.
Stop Broken Backtests: Quants Track Historical Data Updates Like BEA
Practical operations for analysts and quants to keep historical data updates audit-ready: pin versions, watch changelogs, and handle annual revisions...
Quants: 3 Places to Download Verified OHLCV Minute Data
Compact guide for quants to find validated OHLCV minute data: where to download, timestamp and gap rules, validation checks, and ready 1m archives.
Historical Market Data for Quants: 3 Price Bands and When to Buy Once
Map exchange fees to vendor bands and build a realistic budget. Learn three common price bands, hidden licensing multipliers, and when a one-time dataset...
Quant Traders: One Line Fill Formula to Simulate Minute Bar Slippage
Practical slippage methods for quant traders: a one line per-trade fill formula, sensitivity sweeps, and clean minute bar datasets to trust backtests.
MT4 Portfolio Backtesting: Export Replay to Find Real Drawdowns
Export, normalize, and replay MT4 backtests to reveal real portfolio drawdown. Use minute bar data and GMT checks to prevent timing errors.