The algoseek blog

Notes from the data desk

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

  • Evaluating Historical Options Data for Backtesting

    Evaluating Historical Options Data for Backtesting

    Options backtests rarely fail loudly. A backtest on bad equity data usually throws up something obviously wrong, such…

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    11 min read
  • Mean Reversion vs Momentum and How to Identify Regimes

    Mean Reversion vs Momentum and How to Identify Regimes

    Two behaviors dominate how prices move. In mean reversion a move tends to be given back, so what…

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    10 min read