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关于算法交易、回测策略、量化分析和数据质量的文章、指南和见解。
19–27 of 40 articles
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.
EN5 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.
ENStop 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...
ENQuants: 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.
ENHistorical 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...
ENQuant 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.
ENMT4 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.
ENThree 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.
EN99% 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...