Practical guides to markets, code & research
Clear, hands-on articles on backtesting, Python, quantitative research, financial data and AI, written to help you learn and test ideas honestly.
A backtest is only as honest as its assumptions. Here are seven common mistakes that make historical results look better than they really are, and how to catch each one.
Read the articleRaw price files are rarely ready for analysis. This walkthrough shows how to parse, deduplicate, validate and resample OHLCV data in pandas so your research starts from a trustworthy base.
Read articleWalk-forward testing repeatedly fits a strategy on past data and evaluates it on the period that follows. Learn how it works, how to choose windows, and what it can and cannot tell you.
Read articleNews sentiment models turn headlines and articles into structured scores. This guide explains the main approaches, from word lists to language models, and the limitations every researcher should understand.
Read articleInflation, employment and growth data move markets, but the headline number is only part of the story. Learn how to read macro releases, avoid common traps, and use them correctly in research.
Read articleA trading idea becomes researchable only when every decision is written as an unambiguous rule. Here is a structured way to turn an idea into a specification you can code, test and review.
Read articleResearch is only as good as the data feeding it. Learn the core stages of a market data pipeline, from raw ingestion to validated, point-in-time storage, and the design choices that keep it reliable.
Read articleImplementing indicators yourself is the best way to understand them. This guide builds moving averages, RSI, ATR and Bollinger Bands in pandas and explains the details that make results differ between tools.
Read articleFinancial data is noisy, limited and always changing, which makes machine learning models especially easy to overfit. Learn the warning signs, the most common sources of leakage, and practical defenses.
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Educational content: articles on this blog explain concepts and techniques. They are not investment advice and do not recommend buying or selling any security. Code examples are simplified for learning.
Each category maps to a stage of turning a market idea into something you can test, explain and review.
How to simulate rules on historical data without look-ahead, survivorship or cost-free illusions.
Practical pandas and NumPy techniques for loading, cleaning and analyzing market data.
Validation methods, statistics and research habits that separate evidence from noise.
How machine learning and language models work on financial data, and where they fall short.
Reading macro releases, company information and market context with the right caveats.
Turning ideas into explicit, testable rules for entries, exits, sizing and risk limits.
Pipelines, storage and point-in-time data design that keep research reproducible.
Indicators in code, market structure and the systems that move data and orders.
A blog post can explain one idea. Building real skill takes a sequence: the right order of topics, practice on real data, and feedback on your work. That is what Quantzivo Academy is built for.
Pair the pandas and indicator articles with Python Programming for Financial Markets.
The backtesting and walk-forward guides lead into Factor Models & Quantitative Research.
The sentiment and overfitting articles connect to Machine Learning for Financial Data.