property-based-testing

You often don’t know the “correct” output of a backtest. But you know relationships that must hold when you transform the inputs. Increase fees, performance should drop. Scale …

Property-based testing generates random inputs and checks invariants. Financial markets are full of invariants: non-negative spreads, consistent OHLC bars, monotonic timestamps. This article shows how …

The quant research funnel maps almost directly onto the software testing pyramid. Exploration is customer discovery. Backtesting is unit testing. Statistical validation is integration testing. …

Slide deck from conference talk discussing how property-based testing offers a launchpad to discover and practice thinking in properties in your software development activities to test your software …