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Articles, guides et analyses sur le trading algorithmique, les stratégies de backtesting, l'analyse quantitative et la qualité des données.
19–27 of 48 articles
EN3 Ways to Remove Weekend Bars From Forex Data for Backtesting
Protect forex backtests by removing weekend bars. Learn three practical routes: platform toggles, source cleaning, and plotting fixes, plus when to buy...
ENWhat Seven Years of NQ Tick Data Taught Us About Finding Real Edges
A Reddit trader spent months backtesting seven years of NQ tick data and surfaced two candidate strategies. Here's what that process reveals about how much data you actually need, and how to avoid fooling yourself along the way.
EN99% Modeling Quality for Quants: MT5 Backtesting Data IS to WFA to OOS
Trust MT5 backtests: use 99% modeling-quality ticks, set realistic costs, run IS to WFA to OOS validation, and speed final checks with a ready-import...
ENAvoid Look Ahead Bias: Indices Intraday Data Sourcing for Quants
For quants sourcing intraday index data: focus on point in time membership, documented adjustments, and import ready minute bars to keep backtests honest.
ENQuants: 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...
ENMatch 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...
ENFix 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.
ENPrevent 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.
EN4 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.