Backtesting Order Flow Strategies: Metrics and Pitfalls to Avoid When Validating Scalping Systems
Validating any high-frequency trading (HFT) or scalping system is fraught with complexity, but backtesting strategies based on real-time…
Backtesting Covered Call Strategies on NVDA: Maximizing Yield While Managing Assignment Risk
The Covered Call strategy is a cornerstone for income generation in stable markets, but applying it successfully to…
Backtesting Options Strategies: Evaluating the Performance of Iron Condors vs. Butterflies
Quantitative analysis is the cornerstone of successful advanced options trading. While theoretical maximum profits and predefined risk profiles…
Backtesting Options Strategies: Validating Profitability and Edge Before Entering the Live Market
The transition from a theoretical options strategy—one that looks perfect on paper—to one that consistently generates profits in…
Backtesting Options Strategies: Evaluating Performance Under High and Low IV Regimes
Backtesting Options Strategies: Evaluating Performance Under High and Low IV Regimes Effective options trading is fundamentally about timing…
How to Calculate Options Profit and Loss: A Step-by-Step Tutorial for Simple Trades
One of the largest hurdles for new options traders, after understanding the basic vocabulary, is mastering the math.…
The Challenge of Backtesting Order Book Strategies: Data Requirements and Simulation Fidelity
The successful deployment of advanced quantitative trading strategies—especially those leveraging the deep, transient signals found in Level 2…
The Game Theory of HFT: How Exchanges Algorithms and Investors Interact
The intricate dance between speed, strategy, and incentive structures defines modern financial markets. At the center of this…
Backtesting Strategies Using Historical Order Book Data: Challenges and Data Requirements
Backtesting Strategies Using Historical Order Book Data: Challenges and Data Requirements High-frequency trading (HFT) and sophisticated execution strategies…
How to Backtest Seasonal Trading Strategies for Robust Results and Statistical Significance
The pursuit of consistent trading edges often leads quant traders toward recurring, time-based patterns. Market seasonality—the tendency of…