Tag: Quantitative Finance
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Pairs Trading Bot: Cointegration Test to Live Orders
Build a pairs trading bot from cointegration testing to live execution. Python stat arb strategy with Johansen test and automated order flow.
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Alpha Vantage to yfinance Migration: 3 Breaking Changes
Alpha Vantage to yfinance migration breaks position sizing in 3 subtle ways. Timezone drift, NaN handling, and adjusted close differences explained.
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yfinance vs Alpha Vantage vs Polygon: Real Cost Per 1M Calls
yfinance is free but breaks twice a year. Alpha Vantage costs $1,389 per million calls. Polygon offers $0-$299 tiers that actually scale. Real numbers.
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5 NumPy Tricks That Cut Portfolio Backtest Time by 10x
Cut backtest runtime from 45 minutes to 4 with stride tricks, vectorized position logic, and array broadcasting. Real before/after benchmarks.
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Why Backtesting Returns Lie: 5 Overfitting Traps
Your 47% backtest return probably measures noise. Five overfitting traps that turn algo strategies into expensive lessonsโwith fixes.
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Backtesting Frameworks: Building Your First Trading Strategy
Most backtests lie about profitability through lookahead bias. Build a point-in-time engine that doesn't cheat on order fills or data access.