https://www.binaryfintech.com/en/blog/ Articles on strategy testing, robustness and risk management — backtesting, walk-forward, Monte Carlo, genetic optimization. en Wed, 15 Jul 2026 08:00:00 +0200 https://www.binaryfintech.com/en/blog/chasing-the-market/ https://www.binaryfintech.com/en/blog/chasing-the-market/ Wed, 15 Jul 2026 08:00:00 +0200 When a move is "obvious", it's already late: the biggest edge went to whoever bought when it was boring. Why you supply exit liquidity in the hype, and why a system has no FOMO. The hardest discipline? Leaving while it's still good. https://www.binaryfintech.com/en/blog/how-many-strategies/ https://www.binaryfintech.com/en/blog/how-many-strategies/ Tue, 14 Jul 2026 08:00:00 +0200 Diversification has a ceiling: each added strategy smooths less, and in a crisis correlations rise toward +1. Where you stop competing with the market and start competing with yourself — and why to count independent bets, not strategies. https://www.binaryfintech.com/en/blog/order-execution-mechanics/ https://www.binaryfintech.com/en/blog/order-execution-mechanics/ Sun, 12 Jul 2026 08:00:00 +0200 What is behind a "buy" click: order types and time-in-force, an order's lifecycle, order-book mechanics, filling large size in pieces, conditional orders and the safeguards that keep a test honest. https://www.binaryfintech.com/en/blog/why-backtests-lie/ https://www.binaryfintech.com/en/blog/why-backtests-lie/ Sat, 11 Jul 2026 08:00:00 +0200 Where exactly a backtest lies — fees, spread, slippage, the fill queue — and the deeper trap: your order isn't in the historical data. How to get as close to reality as possible. https://www.binaryfintech.com/en/blog/strategy-testing-protocol/ https://www.binaryfintech.com/en/blog/strategy-testing-protocol/ Fri, 10 Jul 2026 08:00:00 +0200 The ten phases of our testing protocol: from an idea through the settings landscape, walk-forward and Monte Carlo to the portfolio and zero-delta deployment. A map of the whole journey. https://www.binaryfintech.com/en/blog/instrument-universes/ https://www.binaryfintech.com/en/blog/instrument-universes/ Tue, 07 Jul 2026 16:00:00 +0200 Survivorship bias in plain words: a backtest on today's index membership only counts the survivors. An honest universe has rules instead of names — and point-in-time membership. https://www.binaryfintech.com/en/blog/genetic-optimization/ https://www.binaryfintech.com/en/blog/genetic-optimization/ Tue, 07 Jul 2026 08:00:00 +0200 An exact grid, or evolution: population, generations, mutation and elitism. Why every candidate is a full backtest and why the result is a landscape, not a single winner. https://www.binaryfintech.com/en/blog/performance-metrics/ https://www.binaryfintech.com/en/blog/performance-metrics/ Tue, 07 Jul 2026 08:00:00 +0200 Return, risk and their ratio: profit factor, drawdown, Calmar, Sharpe, Sortino and the pessimistic PROM — what they say, when they lie, and why nothing is judged below 30 trades. https://www.binaryfintech.com/en/blog/strategy-portfolios/ https://www.binaryfintech.com/en/blog/strategy-portfolios/ Mon, 06 Jul 2026 08:00:00 +0200 Smooth equity is not tuned — it is composed. Why a portfolio is not the sum of two backtests and how it is tested over a single account. https://www.binaryfintech.com/en/blog/position-sizing-kelly/ https://www.binaryfintech.com/en/blog/position-sizing-kelly/ Mon, 06 Jul 2026 08:00:00 +0200 The Kelly criterion, fractional betting and an under-watched metric: the share of time in the market. https://www.binaryfintech.com/en/blog/event-driven-backtesting/ https://www.binaryfintech.com/en/blog/event-driven-backtesting/ Mon, 06 Jul 2026 08:00:00 +0200 Event-driven, real-time like: one strategy codebase from test to exchange — order books, fill queues, slippage, fees and latency. https://www.binaryfintech.com/en/blog/monte-carlo-simulation/ https://www.binaryfintech.com/en/blog/monte-carlo-simulation/ Mon, 06 Jul 2026 08:00:00 +0200 One equity curve is a sample of size one. Controlled noise in the data, equity fans, profit percentiles and VaR. https://www.binaryfintech.com/en/blog/black-swans-fat-tails/ https://www.binaryfintech.com/en/blog/black-swans-fat-tails/ Wed, 01 Jul 2026 08:00:00 +0200 Why market returns are not normally distributed, Taleb’s black-swan criteria and five lines of defence. https://www.binaryfintech.com/en/blog/overfitting/ https://www.binaryfintech.com/en/blog/overfitting/ Fri, 03 Jul 2026 08:00:00 +0200 Signal vs. noise, selection bias under multiple testing and the parameter-plateau defence. https://www.binaryfintech.com/en/blog/walk-forward-analysis/ https://www.binaryfintech.com/en/blog/walk-forward-analysis/ Fri, 03 Jul 2026 08:00:00 +0200 Rolling IS/OOS windows, walk-forward efficiency and the operating rhythm of re-optimization in live trading.