QuantNull Team

The golden cross and death cross — how two moving averages can form the basis of your first trading bot.

Survivorship bias, look-ahead bias, and overfitting — the three enemies of every backtester.

Step-by-step guide to connecting Python to the Kite Connect API and placing your first automated order.

Returns mean nothing without risk context. The Sharpe ratio tells you if your gains are worth the volatility.

Some traders bet prices will snap back. Others bet trends continue. Which approach works in Indian markets?

From rolling windows to resampling — the Pandas functions that make financial data analysis painless.

Alpha is the excess return your strategy produces over a benchmark. Finding it is the hard part.

Everyone knows RSI above 70 means overbought. But does trading on that signal actually make money?

The four numbers that tell you everything about how your options position will behave.

A honest account of deploying my first strategy live and watching it bleed money for two weeks.

Volume Weighted Average Price is the benchmark institutions use. Here is how retail traders can use it too.

Both languages are popular in quant finance. Here is when to use each and why I chose Python.