When you’re running a backtest, every line of code depends on a silent assumption: "The data actually reflects what happened in the market". But that assumption can break...

In quantitative trading, like in physics, every model starts with data — and often, that means historical prices. But not all price data is created equal. One of the...

When I first started backtesting strategies, I thought one long backtest was enough. It wasn’t. Markets change, conditions shift, and what worked in one year might fail...