Ask any forex strategy developer—they’ll tell you the worst feeling: A backtest that crushes it, but bombs when real money’s on the line. You tweak every setting, check code twice, and still, orders miss, stops fail, and profits vanish. The problem? It’s not your strategy. It’s the data feeding it.

If you’re into quant trading, you’ve probably faced the frustration: a strategy that performs well in backtesting falls flat in live markets. It’s either slow to catch signals, misjudges market trends, or hits unexpected snags that eat into potential profits. For years, I struggled with this too, as

In our advanced finance lectures, we often discuss the concept of "Alpha Decay." Strategies that worked yesterday fail today. Why? Because the market is becoming more efficient. The edge for professional traders no longer lies solely in complex mathematical formulas, but in the raw material fed into

USD Turns Soft: The Trend Trade Behind the Move Recently, the Bank of America’s Systematic Flows Monitor flagged renewed pressure on the U.S. dollar as trend-following CTAs continued selling USD on weakening price signals, according to a December 26 note by BofA’s Chintan Kotecha. The ba