Strategy8 min read
Core guide
Research basics
How to read a backtest without fooling yourself
Profit factor and win rate are useful clues, not a verdict. Learn which parts of a report deserve your attention.
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Topic / Strategy research
Strategy research
How to develop, validate, and challenge an algorithmic edge.
15 guides
Explore this topic.
Trading foundations6 min read
Core guide
Process
Build an algorithmic trading journal
A useful journal records more than wins and losses: it helps you separate strategy behaviour from operational mistakes.
Read articleStrategy8 min read
Core guide
Research process
How to develop an algorithmic trading strategy
A repeatable research process turns a trading idea into a testable hypothesis instead of a collection of indicators.
Read articleStrategy7 min read
Core guide
Validation
Walk-forward analysis explained
Learn how rolling in-sample and out-of-sample windows reveal whether an algorithm survives beyond the period that shaped it.
Read articleStrategy7 min read
Core guide
Strategy families
Trend following vs. mean reversion
These two strategy families respond to different market behaviours. Understanding the difference helps you choose honest tests and expectations.
Read articleStrategy7 min read
Beginner
Research basics
How to define a trading hypothesis
Turn a vague market belief into a precise, falsifiable question that an algorithmic research process can test.
Read articleStrategy6 min read
Beginner
Strategy design
Use indicators as measurements, not magic signals
Indicators transform price and volume into measurements. Learn how to use them without confusing a formula with an edge.
Read articleStrategy7 min read
Beginner
Strategy design
Design the entry, exit, and position lifecycle
A complete strategy is more than an entry condition. Map every transition from signal to position close before coding.
Read articlePortfolio design7 min read
Advanced
Portfolio design
How to combine multiple strategies
Build a portfolio from distinct return drivers, not a pile of bots that all respond to the same market move.
Read articleStrategy8 min read
Advanced
Strategy research
Regime awareness without overfitting
Use market conditions to understand where a system works without building a fragile switch that only recognises the past.
Read articleData & research7 min read
Intermediate
Validation
How to design an honest out-of-sample test
Freeze the rules, protect the holdout, and evaluate the strategy in a way that resembles how it will face the future.
Read articleStrategy7 min read
Intermediate
Execution research
Spread dynamics and session selection
Use observed spread and activity to decide when a strategy should trade, rather than relying on a fixed clock alone.
Read articleRisk management7 min read
Beginner
Trade management
Stops, targets, trailing exits, and time exits
Exit logic controls the trade distribution, account exposure, and operational behaviour. Design it as carefully as the entry.
Read articleStrategy7 min read
Advanced
Machine learning
Classification vs. regression in trading
Choose a model target that maps clearly to a decision, and measure whether it improves the trade process after costs.
Read articleData & research6 min read
Intermediate
Machine learning
When not to use machine learning
Sometimes a clear rule, better data, or better execution solves the problem more reliably than a model.
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