Forge FateWhat to Decide Before Backtesting: Questions and Rules for U.S. ETF Quant Research
Set the research question, trading rules, baselines, and time splits before a first U.S. ETF study. Record the experiment contract before seeing results.
Building My Own Quant Research System
Follow the design and documentation of a small quant research project, from data quality and timing rules to backtest accounting and model comparisons.
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Quant & Data Research - 2.
Quant & Data Research Part 2. What to Check Before Trusting Investment Data: Acquiring and Validating U.S. ETF Data
Plan access terms, price definitions, raw-data preservation, and quality checks before acquiring U.S. ETF data, including missing values and adjusted prices.
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Quant & Data Research Why shift(1) Is Not Enough: A Time Contract for Signals, Execution, and Labels
Separate signal, execution, return, and label timing. Use synthetic unit tests to check information leakage and preprocessing boundaries.
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Quant & Data Research Start a Backtest with Positions, Not Returns: One-Period Accounting for Buy and Hold vs. Momentum
Check holdings, cash, and ending values for buy-and-hold and momentum using three synthetic assets, establishing accounting rules before market testing.
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Quant & Data Research Would Adding Transaction Costs Change the Conclusion? Checking Accounting and Risk Paths in a Synthetic Portfolio
Use a synthetic portfolio to check transaction-cost accounting and distinguish what ending returns, turnover, and maximum drawdown reveal.
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Quant & Data Research Can Logistic Regression Beat the Baseline? What Makes a Model Comparison Fair
Define timing, data splits, retraining, and cost rules for a fair comparison of logistic regression and baseline strategies, before testing actual performance.
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