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アルゴリズム取引、バックテスト戦略、定量分析、データ品質に関する記事、ガイド、インサイト。
19–27 of 113 articles
ENMarket Data Formats for Developers & Quants: SBE, Parquet, Dollar Bars
A developer and quant primer on market data formats: SBE/FAST feeds, Parquet and CSV storage, tick/volume/dollar sampling, ingestion checks, and...
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...
ENAvoid 50–100x Slowdowns: MT4 vs MT5 Data Rules for Quants
Engineer checklist for MT4 and MT5 data: match timezones, import M1 or real ticks, use MT5's nine column format, and run a five step audit to stop bad...
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...
ENXAUUSD Setup Framework: Tuesday Pre-New York Session Analysis
A framework-driven look at why Tuesday's pre-New York window on XAUUSD attracts algorithmic attention, and how to test the idea properly before risking capital.
ENFrom 100s to Under 1s: Data Delivery Speed for Quants
Engineer-first guide for quants to cut minute-bar waits from 100s to under 1s. Practical fixes: batching, async pulls, columnar formats, and import-ready...
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...