Testing
Financial systems have a useful property: bugs cost money, so the ROI on thorough testing is immediate and measurable. I write about applying modern testing methodology (property-based, metamorphic, integration) to trading infrastructure, data pipelines, and backtesting engines. These articles bridge the gap between software engineering best practices and quant development.
The Testing Pyramid, Sideways: Software Testing Practices Analogues in Quantitative Trading
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. …
Thinking in Properties (and Beyond), Testing edition
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 …