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Notes from the data desk

Quant research, market-data deep dives, and infrastructure engineering from the team behind the feed.

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  • Security Master Data: The Foundation of Backtest Integrity

    Security Master Data: The Foundation of Backtest Integrity

    A backtest can run without a single missing price and still trade the wrong security. The failure often…

    John Lyman Liza

    John Lyman Liza

    John is an Algorithmic Trading Support Engineer at algoseek with a background in algorithmic trading, data analysis, and software development. Passionate about financial markets and technology, he focuses on market data, quantitative research, and helping traders and researchers better understand and utilize financial datasets
    John Lyman Liza

    ·

    6 min read
  • Survivorship Bias in Backtesting: What to Ask a Data Vendor

    Survivorship Bias in Backtesting: What to Ask a Data Vendor

    Asked about survivorship bias, most equity data vendors offer the same reassurance. The delisted companies are in there,…

    Russel Patalinghog

    Russel Patalinghog

    Russel is a technical communication and digital marketing consultant with 23+ years building documentation systems across fintech, telecom, and SaaS.
    Russel Patalinghog

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    10 min read