4 reasons people don’t trust your backtest
Systematic traders, asset allocators, and other asset managers often use backtesting, in the form of models and screens, to build…
Systematic traders, asset allocators, and other asset managers often use backtesting, in the form of models and screens, to build…
1) You own your own data. Imagine migrating between competing database vendors without losing your data history. Alternatively, imagine being…
Without context, there’s no meaning To better understand a person, it’s often helpful to understand their context. What language do…
Financial data is sometimes recorded in a bitemporal, or point-in-time, fashion, but this remains a minority practice and is not…
Information asymmetry and data The data market is characterized by a significant information asymmetry between data producers and consumers. Data…