Category: Blog

  • 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

    ·

    10 min read

  • Odd Lots Put Untradeable Prices in Your Minute Bars

    Odd lots and off-exchange prints set the high or low of 59% of one-minute bars since 2014, leaving…

    Daniel Gatto

    Daniel Gatto

    Daniel is a quantitative researcher, software engineer, and published author specializing in market microstructure and algorithmic trading. His research ranks among the top 1% of authors on SSRN by downloads.
    Daniel Gatto

    ·

    8 min read (+ ~1 min to review code)