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Recent posts tagged quant

Level UI • 21 hours • in Articles • 9 min read
An MCP server is not a new API. It is a thin layer over the one you already have
Somewhere in the last year, "do we need an MCP server?" joined the list of questions that arrive in a brief before anyone has said what the thing is for. It is usually framed as MCP vs API, as though the Model Context Protocol were a newer kind of AP...
post-cover-33074
  • ai
  • api
  • webdev
  • security
7 Reactions 7 Comments
Guetaquant • Oct 13 • in Articles • 2 min read
Deriv in Colombia: COP Deposits, Synthetic Indices & Pip Math
Two questions dominate Colombian search around Deriv: does it accept Colombian pesos COP? and what are synthetic indices, mathematically? This post answers both with verifiable mechanics — no signals, no account handling, no return claims. !Guía ...
  • python
  • quant
  • trading
  • forex
0 Reactions 0 Comments
Guetaquant • Oct 13 • in Articles • 3 min read
Statistical Arbitrage & Cointegration in LATAM Equities (BVC) with Python
Two stocks can rise together for years and still be untradeable as a pair. Correlation measures co-movement; pairs trading needs cointegration — a stationary, mean-reverting spread. This post builds the standard test pipeline in Python and shows wher...
  • python
  • quant
  • algorithmictrading
  • statistics
3 Reactions 1 Comments
Guetaquant • Oct 5 • in Articles • 4 min read
Building an Automated Broker Risk & Tier-1 Regulatory Auditor in Python
When algorithmic traders design risk models, they rigorously calculate Kelly fractions, Value at Risk VaR, and dynamic ATR trailing stops. Yet, one catastrophic risk is almost universally ignored in retail algorithm architecture: counterparty custody...
  • python
  • fintech
  • quant
  • algorithmictrading
2 Reactions 0 Comments
Guetaquant • Oct 5 • in Articles • 1 min read
Auditing Broker Execution Latency, FIX Protocol & Asymmetric Slippage in Algorithmic Trading
Most quantitative trading models fail when transitioned from historical backtest to live execution not because the mathematical alpha was flawed, but because the backtesting engine assumed frictionless, zero-latency execution. In a simulation, your ...
  • algorithmictrading
  • quant
  • python
  • trading
7 Reactions 1 Comments
Guetaquant • Sep 28 • in Articles • 4 min read
Monte Carlo Permutation Testing in Python: How Random Trade Order Falsifies Your Equity Curve
Your backtest equity curve is merely one historical trajectory out of millions of equally probable alternatives. The total profit of your trading system is invariant to order: 100 closed trades will yield the exact same ending dollar return whether ...
  • python
  • quant
  • algorithmictrading
  • datascience
5 Reactions 1 Comments
Tom Smithverified • 17 hours • in Articles • 9 min read
Developer Weekly Briefing — October 30, 2026
Security dominated this week, but not in the usual way. Two active campaigns turned GitHub configuration files into attack surfaces. Researchers demonstrated that the built-in browsers inside AI coding tools can read your SSH keys. And at Oracle AI ...
post-cover-33104
  • agenticai
  • devsecops
  • github
  • localai
6 Reactions 3 Comments
Guetaquant • Sep 21 • in Articles • 3 min read
cTrader cBot Risk Engine: High-Precision C# Dynamic Stop-Loss Architecture
Static stop-losses break across volatility regimes. A fixed 20-pip stop that is conservative on EUR/USD during Asia session is noise-level on XAU/USD during New York open. In cTrader Automate C#, the robust pattern is a dedicated risk engine: signal ...
  • csharp
  • ctrader
  • algorithmictrading
  • quant
4 Reactions 3 Comments
Guetaquant • Sep 15 • in Articles • 2 min read
The Silent Position Sizer Bug: When Accounts Are Small, Your Risk Inadvertently Doubles
Almost all literature on algorithmic position sizing stops at the standard formula: lots = balance riskpercent / stopdistance tickvalueperlot That part is straightforward. The subtle failure does not live in the equation itself: it hides in the ...
  • python
  • mql5
  • algorithmictrading
  • quant
3 Reactions 0 Comments
Guetaquant • Sep 9 • in Articles • 3 min read
Why Perfect Backtests Fail: Walk-Forward Optimization and Deflated Sharpe in Python
Why Perfect Backtests Fail: Walk-Forward Optimization and Deflated Sharpe in Python Every quantitative trader and algorithmic developer knows this pattern: you design an intraday or swing strategy, optimize parameters in MetaTrader, TradingView, or...
  • python
  • datascience
  • quant
  • algorithmictrading
2 Reactions 0 Comments
Guetaquant • Sep 9 • in Articles • 2 min read
Pine Script v6 in 2026: math.sum, math.tanh, User Defined Types & Risk Management Engine
Overview: Pine Script v6 & Institutional Risk Architecture TradingView's Pine Script v6 introduced critical architectural upgrades for quantitative developers. Moving beyond basic visual scripts, v6 provides strict type enforcement, built-in tensor...
  • pinescript
  • tradingview
  • quant
  • algorithmictrading
3 Reactions 0 Comments
Guetaquant • Sep 9 • in Articles • 1 min read
Algorithmic Risk Management in MT5: ATR Volatility Position Sizing & MQL5 Architecture
Algorithmic Risk Management in MT5: Dynamic Position Sizing & MQL5 Architecture Most retail trading failures stem from static lot sizing. Trading a fixed 1.0 lot on EUR/USD creates vastly different dollar drawdowns compared to 1.0 lot on Gold XAU/U...
  • mql5
  • algorithmictrading
  • trading
  • quant
6 Reactions 2 Comments
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