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backtesting
8 articles on backtesting.
backtestingcryptodeveloper experienceeducationemerging managersexchangesexecutionfund managementfund operationsinfrastructurelive tradingperpetualsquantsecurity
backtesting
survivorship-bias
delistings
data-quality
quant
crypto
Build your universe from today's listings and you've quietly deleted every coin that died — which means your backtest only ever trades the winners. In crypto, where delisting is routine and drawdowns end at zero, survivorship bias isn't a footnote. I...
Jonny Bravo -
backtesting
walk-forward
out-of-sample
overfitting
quant
crypto
Every parameter sweep produces one combination that looks brilliant — and most of them are brilliant only at describing the past. Walk-forward analysis is the discipline that separates a strategy from a coincidence: tune on one window, judge on the n...
Jonny Bravo -
backtesting
funding
perpetuals
basis-trading
crypto
quant
If your backtester ignores funding, every carry, basis, and delta-neutral strategy you test is a fiction. Our engine charges funding at each venue's real settlement times, on live mark notional — so a Binance 8h feed and a Hyperliquid 1h feed are bot...
Jonny Bravo -
backtesting
metrics
sharpe
data-quality
quant
It's easy to compute a Sharpe ratio. It's harder to compute one that won't embarrass you in front of an allocator. Our metrics derive elapsed time from the calendar span (not the bar count), use textbook downside deviation, and ship a data-quality re...
Jonny Bravo -
backtesting
optimization
parameter-sweep
performance
quant
Research velocity is a competitive edge. A grid of five parameters across five values is 3,125 backtests — and on our engine the data for all of them is pulled once, cached as parquet, and reused. Here's how the sweep harness and the cache turn a cof...
Jonny Bravo -
fundraising
due-diligence
backtesting
allocators
credibility
A beautiful backtest is the easiest thing in finance to produce and the hardest to trust. Allocators know this, which is why a great equity curve opens fewer doors than you'd think. The managers who raise capital aren't the ones with the highest Shar...
Jonny Bravo -
backtesting
live-trading
execution
quant
infrastructure
The deadliest gap in systematic trading is between the code you backtested and the code that trades live. We close it by running the exact same engine in both — preflight in milliseconds, backtest in minutes, then schedule the identical strategy as a...
Jonny Bravo -
backtesting
quant
data-engineering
point-in-time
crypto
Most backtests quietly leak the future into the past. Here's how our engine makes look-ahead bias structurally impossible — as-of joins on the bar clock, per-instrument freshness TTLs, and a leak-check attestation on every preview....
Jonny Bravo -