#quant

For decades, the 1% rule has been gospel: never risk more than 1% of your account on any single...

Lookahead bias in a fundamentals backtest almost never announces itself. It shows up as a backtest...

Options-on-futures history is thin industry-wide. Backtest the gamma signal on deep cash-index GEX (SPY for ES, QQQ for NQ, replayed to April 2018), translate levels through the basis, and execute on the live futures book.

Stop Guessing Your Position Sizing – Try the Free Pip Calculator Every forex trader knows that...

If you backtest strategies on company fundamentals — earnings, revenue, book value, cash flow — the...

Most blown-up backtests aren't wrecked by a bad strategy idea. They're wrecked by two data problems...

If you backtest with today's fundamentals, you are cheating yourself. The Revenue figure you pull for...

If your backtest joins fundamentals on the fiscal-period-end date, it is trading on numbers that did...

Recently, Google Research released TabFM, a foundation model designed for tabular classification and...

Introduction: From Harness Engineer to Loop Engineer Some time ago, the idea of the...

e^(iπ) + 1 = 0. Five constants, one equation, and the mathematical backbone of modern finance....

Originally published on andrew.ooo — visit the original for any updates, code snippets that aged...