Algorithmic Trading: Debug Your Backtest Before Upgrading Your Model
This story is from 2026-09-17. It is preserved in the archive; the latest stories are on the live feed.
A company releases earnings at 4:05 p.m. Your trading backtest buys its stock at 4:00 p.m., using those earnings to make the decision. The tests pass. The chart looks great. Your model can apparently predict the future. Somewhere in the pipeline, someone joined two datasets on a date column. That f…
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- 2026-09-17 19:27 · DEV Community — Machine Learning
Algorithmic Trading: Debug Your Backtest Before Upgrading Your Model