Blog
2026-02-20
Why Backtest Results Lie — and How to Make Them Honest
Overfitting, survivorship bias, and look-ahead contamination make most backtests worthless. We outline a statistical framework for backtests you can actually trust.
Read more →2025-11-12
The Case for Open Research in Quantitative Finance
The quant industry guards its research jealously. We argue that open publication and replication make the entire ecosystem stronger.
Read more →2026-03-08
Market Microstructure 101: What Every Quant Should Know
A primer on the essential microstructure concepts — order flow, adverse selection, and price impact — that underpin every execution algorithm.
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