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quant
14 articles on quant.
backtestingcryptodeveloper experienceeducationemerging managersexchangesexecutionfund managementfund operationsinfrastructurelive tradingperpetualsquantsecurity
funding-rates
perpetuals
data-study
research
crypto
quant
basis-trading
We took every settlement-level funding print in our market database — 80,000 of them across Binance, Hyperliquid, and KuCoin since 2019 — and measured what collecting perp funding actually paid. The answer: a real but violently regime-dependent yield...
Jonny Bravo -
risk-management
volatility-targeting
position-sizing
quant
portfolio-construction
A fixed 1-BTC position is not one risk — it's five different risks depending on the month. Volatility targeting inverts the question: decide how much risk you want, then let position size float to deliver it. In a market where vol swings 5x, it's les...
Jonny Bravo -
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 -
developer-experience
editor
monaco
tooling
quant
A strategy editor whose autocomplete drifts from the engine is worse than no autocomplete — it confidently suggests methods that don't exist. Ours introspects the real source at startup, so the surface you're offered is exactly the surface that runs ...
Jonny Bravo -
ai
llm
code-generation
quant
developer-experience
An LLM that writes trading code from a one-line description is a parlor trick — unless it's grounded in the exact authoring API, the live dataset catalog, and real sample rows, and its output is validated against the same sandbox the engine uses, wit...
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 -
data-engineering
data-catalog
architecture
crypto
quant
Crypto data is a mess of inconsistent column names, symbol formats, and venue quirks. The dataset catalog maps a clean logical name — 'ohlcv', 'funding' — to a physical table plus a column map and point-in-time semantics, so a strategy says what it n...
Jonny Bravo -
onboarding
templates
developer-experience
strategies
quant
The hardest moment in any strategy platform is the empty editor and a blinking cursor. We seed it with real, runnable templates — EMA trend, Bollinger mean-reversion, momentum — each a complete Strategy you can backtest in one click and then make you...
Jonny Bravo -
research
productivity
quant
iteration
competitive-advantage
Two quants with equal talent, equal data, and equal ideas can end up worlds apart for one unglamorous reason: how fast they can test an idea and move to the next one. Research velocity isn't a convenience. It's a compounding advantage that, over mont...
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 -
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 -