/BLOGField notes
3 articles
Methodology · Risk
What we know about systematic trading.
Articles on strategy testing, robustness and risk management — from backtesting and walk-forward to black swans. No marketing: the workflows we actually use.
Black swans, fat tails and Fat Tony
Markets are not normal — extremes decide the fate of an account. What Taleb teaches, why the bell curve lies about markets, and why every strategy here gets grilled by Fat Tony.
Read →Walk-forward analysis: why one backtest is not enough
An optimized strategy knows the answers to the exam it just passed. Walk-forward tests it on material it has never seen — and only that result counts.
Read →Overfitting: why a beautiful backtest often fails live
The prettier the optimized equity curve, the more caution it deserves. How overfitting happens, how to spot it — and how we defend against it.
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