A DCC-GARCH Re-Verification on 6,467 Trading Days (2000–2026) Finds No Lagged Volatility Transmission from Nasdaq-100 to Corn — the Corrected Record of What Holds and What Fails
Read the analysis →Charting tools and backtest research — AI copilots for TradingView, Pine Script v6, and the measured failure modes of backtesting.
Discover the three systemic defects of AI-generated backtests—daily ATR leakage, dynamic stop-loss illusions, and Pandas offset snooping—and implement robust causality boundaries to prevent live trading bankruptcy.
Expose the hidden execution ruin caused by guaranteed limit fill assumptions and static flat slippage. This guide presents non-linear power-law market impact models and virtual queue probability filters to align backtest simulators with live order book microstructure.
Switch a backtest from 1-hour to 15-minute candles and the result flips. The reason is simple: a candle is a summary, not a path. When stop-loss and take-profit both fall inside one candle, the candle cannot tell which came first. Here is why that happens, what it does to your results, and which timeframe you should actually backtest on.
Real-world AI coding tools and model news — tested, current, and honest about limits.
Claude Fable 5 and Mythos 5 were abruptly disabled on June 12, 2026 after a US export-control directive — for every customer, not just foreign nationals. What happened, why, whether it's permanent, and which Claude models to use now (Opus 4.8, Sonnet 4.6).
Model Context Protocol (MCP) — deep architectural dives, specs, and real GEO strategy.
Finance MCP servers let Claude, Cursor, and TradingView Remix pull market data or place trades by natural language. They split into data feeds and execution servers. A neutral, plan-by-plan comparison of the real options in 2026, plus the two risks vendor lists skip.
MCP servers talk to Claude, Cursor, and VS Code over stdio, HTTP+SSE, or Streamable HTTP. Two are current, one is deprecated with 2026 removal deadlines. A neutral comparison of what each does, when to use it, and the failure mode that trips people up.
WebMCP lets a website expose tools that AI agents call directly, and Chrome 149's origin trial (Google I/O 2026) makes it testable on real traffic. But the popular claim that WebMCP forces agents to cite your URL is wrong. Here's what the W3C draft actually says, and what it really changes for citations and referral traffic.
A centralized repository of systematic and quantitative trading strategy research. Focused on exposing statistical biases, transaction friction drags, and structural limitations.
A backtest Sharpe of 2.5 can carry a Deflated Sharpe Ratio of just 0.90 — failing the 95% confidence bar — once you correct for how many strategies were tried and how non-Normal the returns are. We walk through the Bailey & López de Prado formula, the worked example, and the code.
Five ways a crypto perpetual-futures backtest lies. Two are crypto-specific—funding drag and data gaps—and fixed here in this methodology guide.
We document the empirical failure of using FX cross-pair correlation decoupling as a mean-reversion directional trigger. While the rolling Z-score reverted with a 98.01% probability, the individual directional trade win rate was only 47.47%, resulting in a cost-adjusted expectancy of -8.60 pips per trade.
