BACKTESTMARKET

Блог

Статьи, руководства и аналитика по алгоритмической торговле, стратегиям бэктестинга, количественному анализу и качеству данных.

1–9 of 21 articles

My Secret Is Theft: Why the Best Algorithmic Traders Steal Ideas, Not Invent ThemEN
Trading Framework

My Secret Is Theft: Why the Best Algorithmic Traders Steal Ideas, Not Invent Them

A viral confession that 'my secret is theft' captures an uncomfortable truth about trading system development: originality is overrated, and disciplined adaptation of known ideas usually beats invention.

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Quants: Intraday Data Cleaning With a Three Condition Spike TestEN
Trading Framework

Quants: Intraday Data Cleaning With a Three Condition Spike Test

Audit first intraday data cleaning for quants: conservative defaults (flag, cap, keep raw), a three condition phantom-spike test, and five validation checks.

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Skip Adapter Work: Cross Asset Data Normalization for DevelopersEN
Trading Framework

Skip Adapter Work: Cross Asset Data Normalization for Developers

Developer pipeline for cross asset data: harmonize timestamps to ISO 8601 UTC, choose Z score or RobustScaler per series, and cut adapter work with...

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XAUUSD Setup Framework: Tuesday Pre-New York Session AnalysisEN
Trading Framework

XAUUSD 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.

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Building an EURUSD Trade Framework: A Backtesting-First ApproachEN
Trading Framework

Building an EURUSD Trade Framework: A Backtesting-First Approach

EURUSD remains the most searched and most traded currency pair for a reason. Here's how algorithmic traders can build a structured, backtest-driven framework around it instead of chasing signals.

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This Sub Is Unusable: Why Reddit Is a Terrible Place to Build a Trading FrameworkEN
Trading Framework

This Sub Is Unusable: Why Reddit Is a Terrible Place to Build a Trading Framework

Reddit's algorithmic trading communities have become increasingly noisy, contradictory, and occasionally outright dangerous for retail algo traders. Here's how to filter the signal from the noise and build a framework that actually holds up.

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Quant Shop Tier List: How to Evaluate Algorithmic Trading Vendors Before You BuyEN
Trading Framework

Quant Shop Tier List: How to Evaluate Algorithmic Trading Vendors Before You Buy

Not all quant shops are created equal. This tier list framework helps retail algo traders objectively evaluate algorithmic trading vendors, EA developers, and strategy marketplaces before spending a cent.

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The Worth of 1 Pip in EUR/USDEN
Trading Framework

The Worth of 1 Pip in EUR/USD

Many traders use pips as a measure to evaluate trading performance. This short guide explains what a pip is, how to calculate its value, and what a 1-pip move means for your EUR/USD position.

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Forex Trading: It's All in the ExchangeEN
Trading Framework

Forex Trading: It's All in the Exchange

An introductory guide to the foreign exchange market — how currency trading works, what drives exchange rates, and how platforms like MetaTrader 4 give retail traders access to the world's largest financial market.

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