Learn.
Evergreen explanations of point-in-time data, backtest bias, and the mechanics behind the datasets in the catalog.
Point-in-time market data: as-of dates, restatements, and adjustments
Point-in-time data records what was known on each date, not what is known now. How as-of dates, restatements and corporate-action adjustments change what a backtest sees.
read →Survivorship bias in backtesting: how current constituent lists hide failures
Survivorship bias makes a backtest trade only the companies that survived. Why a current constituent list hides failures, which way the error points, and what fixes it.
read →Look-ahead bias in quantitative trading: six mechanisms and their fixes
Look-ahead bias is information a backtest uses before it existed. Six ways it leaks in, the timing mistakes that survive data-quality checks, and how purging and embargo work.
read →Delisted stock historical data: why delisted names decide a backtest
Delisted stocks hold the worst returns a long-only backtest never sees. What a delisting record must contain, why ticker joins fail, and how halts and transfers differ.
read →Dollar bars vs time bars vs volume bars
Time bars sample on the clock, volume bars on shares traded, dollar bars on dollars traded. How each rule changes the number of bars and the shape of the returns.
read →An MCP server for quantitative research
The Model Context Protocol lets a language model call typed tools instead of reading pasted spreadsheets. What a quant research server should expose, and which hazards it closes.
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