Notes on Quant Research Methods
Method-level notes: what makes a number trustworthy, where market data lies to you, and how to audit your own backtest. All of it comes from mistakes we made on our own platform, with the real numbers and checklists you can run yourself. No individual stock picks, no trading advice.
How to Calculate Win Rate in a Backtest (And Why the Same Signals Give Two Opposite Answers)
The same batch of signals scored +0.56% and -0.28% depending on where we started the clock.
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qfq vs hfq: which adjusted price should an A-share backtest use?
Same ticker, same dates, different closes six months later — that is forward-adjusted A-share data, and it quietly breaks reproducibility.
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Backtest Pitfalls in China A-Share Research: Six Failure Modes, Ranked by How Hard They Are to Catch
Three backtest pitfalls are easy to catch. The three that killed our strategies were benchmark choice, cost conventions, and beta leakage.
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