data quality
3 articles on data quality.
data-quality · backtesting · data-engineering
Reading a Data-Quality Report: The Numbers Behind the NumbersEvery backtest report we produce ships with a second report almost nobody reads: the data-quality section. It's the one that tells you whether the first report means anything. Here's how to read it, and the thresholds where a beautiful equity curve should go in the bin.
The Fluxy Team ·
backtesting · survivorship-bias · delistings
Survivorship Bias in Crypto Backtests: The Coins That Aren't There AnymoreBuild 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. It's often the whole edge.
The Fluxy Team ·
backtesting · metrics · sharpe
Reading a Backtest Honestly: Metrics That Don't FlatterIt'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 report alongside every result — because a number you can't defend is worse than no number.
The Fluxy Team ·