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Articles, guides et analyses sur le trading algorithmique, les stratégies de backtesting, l'analyse quantitative et la qualité des données.

28–36 of 48 articles

5 Minute Import Test for a Data Coverage List Before You BuyEN
Backtesting

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.

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Stop Broken Backtests: Quants Track Historical Data Updates Like BEAEN
Backtesting

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...

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Quants: 3 Places to Download Verified OHLCV Minute DataEN
Backtesting

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.

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Historical Market Data for Quants: 3 Price Bands and When to Buy OnceEN
Backtesting

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...

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Quant Traders: One Line Fill Formula to Simulate Minute Bar SlippageEN
Backtesting

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.

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MT4 Portfolio Backtesting: Export Replay to Find Real DrawdownsEN
Backtesting

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.

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Three Ways to Run an MT5 Portfolio Backtest With Clean Minute BarsEN
Backtesting

Three Ways to Run an MT5 Portfolio Backtest With Clean Minute Bars

Three practical ways to turn MT5 exports into a true portfolio backtest, with minute bar audits, normalization steps, and a reproducible checklist.

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99% Modeling Quality for Quants: MQL4 Data Prep Per Year Gap AuditEN
Backtesting

99% Modeling Quality for Quants: MQL4 Data Prep Per Year Gap Audit

Make MQL4 backtests reproducible. Import real tick history, use Every Tick with variable spread, then run a per year gap audit and data validation before...

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Reproducible MT4 Backtesting Data Sources That Skip ConversionEN
Backtesting

Reproducible MT4 Backtesting Data Sources That Skip Conversion

Developer-focused MT4 guide to verification checks, CSV import pitfalls, and import-ready datasets. Learn how to avoid timezone, gap, and modeling-quality...

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