All Posts (Page 18)

Slippage and spread are the most underestimated costs in quantitative trading. This article explains what each is, when they hit hardest, and why high-frequency or thinly-traded models can see profitable edges disappear once execution is accounted for.

SP500 currently reads bearish, with regime and model leadership broadly aligned.

A single backtest tells you what a model did. A Monte Carlo simulation tells you what it could plausibly have done. This article explains the method, the questions it answers, and how darwintIQ's evaluation philosophy aligns with it.

DAX currently reads fragile bullish, with regime and model leadership broadly aligned. Main risk: Market structure looks unstable.

Skewness and kurtosis describe the shape of a return distribution beyond its mean and standard deviation. This article explains what each captures, why averages can mislead, and how darwintIQ uses higher-moment information when evaluating trading models.