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Trading Strategies
I write about specific categories of trading strategies, their expected statistical properties, and the validation methods appropriate for each. Rather than sharing exact parameter sets (which would be useless out of context), these articles focus on understanding why certain strategy types work, what conditions they require, and how to test whether your implementation captures genuine edge.
2026-05
Quant
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. …