The Blog, for everything in finance.
Guides, researches, and market ideas. Read them, or publish your own.
- GuidesTextToQuantSEP 2026
The Best AI for Trading in 2026: What Actually Helps, and What Only Sounds Like It Does
An honest guide to the best AI for trading in 2026 by category: chat assistants, AI powered backtesting, code generation, screeners, sentiment models and bots.
- GuidesTextToQuantSEP 2026
Quantitative Trading for Beginners: What It Is and How to Start
What is quantitative trading and how do I start? A beginner's guide to algo trading basics, the five parts of every system, and starting without code.
- GuidesTextToQuantSEP 2026
Sharpe Ratio and the Backtest Metrics That Actually Matter
Sharpe ratio metrics for backtesters: what a good Sharpe looks like, why the deflated Sharpe ratio exists, and the six backtest numbers to read in order.
- GuidesTextToQuantSEP 2026
Stop Loss and Take Profit Targets: How to Set Them and How to Test Them
Where to place stop loss targets and take profit levels, what each method assumes, how to size risk per trade in R multiples, and how to backtest the exits.
- GuidesTextToQuantSEP 2026
Walk Forward Analysis Explained: The Out of Sample Test Your Backtest Needs
Walk forward analysis explained: why the in sample vs out of sample split matters, how to read a result window by window, and how to run one without code.
- GuidesTextToQuantSEP 2026
What Is Backtesting in Trading, and Why Does It Matter?
What is backtesting in trading and why does it matter? What a backtest measures, how to run one step by step, and the questions no backtest can answer.
We Ran 4,829 Backtests. Only 4.2% Cleared a Basic Quality Bar.
An honest audit of our own backtest corpus: 4,096 distinct strategies, how many were profitable, how few survived a minimum Sharpe and profit factor bar, and the paired test showing that switching on trading costs flipped one in five winners into losers.
How to Backtest a Trading Strategy Without Coding
A practical guide to backtesting a trading strategy without writing code: what a valid backtest requires, how to run one in plain English, and the mistakes that quietly invalidate your results.
How to Backtest an EGX Strategy: A Quant Guide to the Egyptian Exchange
How to backtest trading strategies on EGX stocks: the Egyptian Exchange's market structure quirks, where the data comes from, and how to adapt standard strategies to EGX conditions.
How to Validate a Trading Idea (Most Backtests Are Lying to You)
A good-looking backtest proves almost nothing. This guide covers real trading strategy validation: the multiple-testing problem, deflated Sharpe, walk-forward analysis, Monte Carlo, and why a DISCARD verdict is a feature.
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