How to Build a Point-in-Time Fundamentals Database from SEC EDGAR (and When Not To)
If you backtest with today's fundamentals, you are cheating yourself. The Revenue figure you pull for Q4 2019 was probably restated in 2021, and the r…
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If you backtest with today's fundamentals, you are cheating yourself. The Revenue figure you pull for Q4 2019 was probably restated in 2021, and the r…
Most retail algorithmic trading bots rely heavily on legacy technical analysis indicators—think RSI, MACD, or Bollinger Bands. While these indicators …
Every quant developer knows the feeling: you write an algorithmic strategy, run it against a basic backtesting script, and the equity curve looks like…
Most trading fee calculators show you two numbers: the dollar amount and the percentage of notional. Both are correct. Neither is useful. Here's the p…