Author: The Big Data Team
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Why Latency Still Matters (Even if You’re Not an HFT Firm)
When traders talk about latency, the conversation is often dominated by the world of high-frequency trading (HFT). We picture a nanosecond arms race, where firms spend millions on microwave transmitters and fibre-optic cables to shave imperceptible moments off the time it takes to execute a trade. For the systematic asset manager, the mid-frequency quant fund,…
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Backtest Overfitting: The “Silent Killer” of Trading Strategies and How to Fight It
Every quantitative researcher knows the feeling. After weeks of painstaking work, you run the final backtest. The result is breathtaking: a Sharpe ratio of 3.5, minimal drawdowns, and an equity curve that climbs relentlessly from bottom-left to top-right. It’s the perfect strategy. You deploy it to a live market with high hopes, only to watch…
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Are We Entering a New Regime of Volatility? Strategies for Adapting.
For much of the past decade, a generation of traders was conditioned to a market environment of persistently low volatility, punctuated by brief, violent shocks that were quickly suppressed by central bank liquidity. It was a regime that rewarded “buying the dip” and punished those who bet on sustained turbulence. But in mid-2025, it feels…