Trading & Indicators
Building and judging trading systems honestly — backtesting, walk-forward, overfitting, indicators, risk.
Institutional Investing, Honestly: Size Is an Edge That Charges Rent
What professionals actually get that you don’t — and the structural tax they pay: market impact, implementation shortfall,…
What Makes a Trading System Robust? A Checklist
A robust system is one whose edge survives conditions it was never tuned on. The checklist — trials,…
What Is Overfitting in Backtesting (And How to Avoid It)
Overfitting is why a beautiful backtest and a losing strategy are so often the same thing. What it…
Walk-Forward Analysis: Testing a Strategy Like a Quant
Walk-forward analysis re-optimizes on a rolling window and tests once on the next unseen slice. How it works,…
Sharpe Ratio Explained: Comparing Strategies on Risk-Adjusted Returns
The Sharpe ratio compares strategies on return per unit of risk — and it flatters some dangerous systems.…
RSI Explained: How to Use It Without the False Signals
RSI measures momentum, not a buy or sell signal. What the Relative Strength Index measures, the correct formula,…
Position Sizing Rules for Systematic Traders
Position sizing decides whether a real edge survives its drawdowns. The math, and the classic rules: fixed-fractional, the…
How to Backtest a Trading Strategy the Right Way
A backtest says how a strategy would have done, not how it will. The four ways it lies:…
Moving Averages Explained: SMA vs EMA and When to Use Each
SMA vs EMA explained: what a moving average measures, the formulas, why an EMA reacts faster, what golden…
Mean Reversion vs Trend Following: Which Strategy Style Fits You?
Mean reversion and trend following are opposite bets, and neither is better. The two families of edge, the…