Build Alpha Blog

Most "Good" Backtests Are Luck. Here's the Test That Proves It. Monte Carlo Permutation Testing is a different than other...

Most ORB strategies look great in backtests and fail live. I tested 5 variations of opening range breakout strategies —...

Genichi Taguchi is a famous engineer whose design principles were adopted by NASA, Ford, and many others due to their...

Alternative Data Trading Systems with Weather Data Build trading strategies using 30 years of historical weather data — temperature, precipitation,...

Do not optimize for the known past. Optimize for the unknown futures. Introducing synthetic data to both the pre- and...

Portfolio trading is combining many independent, uncorrelated trading strategies into one shared account to gain some net benefit from their...

The Commitment of Traders Report is a weekly report released by the Commodity Futures Trading Commission (CFTC) that shows the...

What’s New in the Build Alpha Update First, thank you all for the patience on this update. A lot has...