This is a summary of links recently featured on Quantocracy as of Thursday, 07/09/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Lookahead Bias in Fundamental Backtests: 66 Days, Measured [Tradevo Data]If your backtest joins fundamentals on the fiscal-period-end date, it is trading on numbers that did not exist yet. That's the whole bug, in one sentence. A company's fiscal year ends, and then weeks later a 10-K gets filed and the numbers become public. Join on the wrong date and every fundamental data point in your backtest arrives early. We measured how early. Across the
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Quantitative Value [Concretum Group]Value investing has been one of the most enduring investment philosophies, pioneered by Benjamin Graham and later popularized by Warren Buffett. At its core, value investing is based on the idea that markets are not always efficient, and mispricings occur, allowing investors to buy stocks at a discount to their intrinsic value. Graham, in Security Analysis (1934) and The Intelligent Investor
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Intraday Breakout Details That Matter: Exits, Slippage and 0DTE Options [Cracking Markets]A simple intraday volatility breakout can work surprisingly well. But in live trading, the edge is often shaped by small practical details: how we exit, how much slippage we pay, and whether we can express the same idea through ETFs, futures, or 0DTE options. In this article I share several practical tests that are helping me move the strategy toward a more robust and more tradeable
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How We Tried to Teach Claude to Read Like an Analyst, and the Market Said No [Tommi Johnsen]Here is a thing that turns out to be true: two thoughtful humans can look at the same piece of financial news, both decide it is good news, agree with each other, and both be wrong in exactly the same way. Not wrong about the news. Wrong about what the stock was going to do. And the machine we had spent six months half-trusting and half-arguing with was the one that got it right, precisely because