Blog
Articles, guides et analyses sur le trading algorithmique, les stratégies de backtesting, l'analyse quantitative et la qualité des données.
1–6 of 6 articles
ENStop 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...
ENFutures Rollover Methods That Cut Roll Drag for Quants with Minute Bar Tests
Practical, data-driven ways to time futures rolls. Learn to roll by volume, test rules on clean minute-bar data, and reduce roll cost and slippage.
ENNasdaq Intraday Data: Access, Specs, and Practical Use
Unlock insights with Nasdaq intraday data, providing real-time trade info and historical analysis to enhance your trading strategies.
ENTop Day Trading Strategies: A Complete Guide
Day trading means buying and selling a financial instrument within the same session, capitalising on small intraday price moves. This guide covers the five major strategies every day trader should know.
ENHigh Potential Days Strategy: Exploiting Calendar Seasonality in Financial Markets
Larry Williams proved in 'Long Term Secrets to Short Term Trading' that certain days of the month are statistically predisposed to move up or down. Analysing over 100 years of Dow Jones data, we found the same effect — and built a portfolio of Expert Advisors around it.
ENS&P 500 Seasonal Stocks Strategy: Sell in May and Go Away?
The 'Sell in May and go away' adage suggests stocks perform poorly from May to September and strongly from October to April. Does the data support it? We test the S&P 500 seasonal pattern and show how to build an Expert Advisor that exploits it.