Posts by Guetaquant
@Guetaquant
Mahdi Goodarzi
Quantitative Engineer & Algorithmic Trading Systems Developer | Founder @ Gueta ...
Posts by Guetaquant
Two questions dominate Colombian search around Deriv: does it accept Colombian pesos COP? and what are synthetic indices, mathematically? This post answers both with verifiable mechanics — no signals, no account handling, no return claims.
!Guía ...
Two stocks can rise together for years and still be untradeable as a pair. Correlation measures co-movement; pairs trading needs cointegration — a stationary, mean-reverting spread. This post builds the standard test pipeline in Python and shows wher...
When algorithmic traders design risk models, they rigorously calculate Kelly fractions, Value at Risk VaR, and dynamic ATR trailing stops. Yet, one catastrophic risk is almost universally ignored in retail algorithm architecture: counterparty custody...
Most quantitative trading models fail when transitioned from historical backtest to live execution not because the mathematical alpha was flawed, but because the backtesting engine assumed frictionless, zero-latency execution.
In a simulation, your ...
Your backtest equity curve is merely one historical trajectory out of millions of equally probable alternatives.
The total profit of your trading system is invariant to order: 100 closed trades will yield the exact same ending dollar return whether ...
Static stop-losses break across volatility regimes. A fixed 20-pip stop that is conservative on EUR/USD during Asia session is noise-level on XAU/USD during New York open. In cTrader Automate C#, the robust pattern is a dedicated risk engine: signal ...
Almost all literature on algorithmic position sizing stops at the standard formula:
lots = balance riskpercent / stopdistance tickvalueperlot
That part is straightforward. The subtle failure does not live in the equation itself: it hides in the ...
Why Perfect Backtests Fail: Walk-Forward Optimization and Deflated Sharpe in Python
Every quantitative trader and algorithmic developer knows this pattern: you design an intraday or swing strategy, optimize parameters in MetaTrader, TradingView, or...
Overview: Pine Script v6 & Institutional Risk Architecture
TradingView's Pine Script v6 introduced critical architectural upgrades for quantitative developers. Moving beyond basic visual scripts, v6 provides strict type enforcement, built-in tensor...
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