Quant Blog

In StrategyQuantX version 140, we’ve made important updates to the Portfolio Master to improve how capital, trade sizes, and risk are calculated. These changes ensure that merging strategies provides a …

Roadmap to the extending StrategyQuant using custom coding in Java and AlgoWizard where you can find all important information at one place.  First part is AlgoWizard FULL course on our …

In recent months, the sharing server and Strategy Quant X have both been updated with new snippets, which provides the ability to assess the robustness of strategies. We define “robustness” …

We’ve got an exciting interview with René Balke from BM Trading, an algo trader who’s nailed FTMO prop trading challenges. In our latest video, René shares his journey and secrets …

In this exclusive interview, Rubén Martínez, founder of the La City community and capital manager, shares his incredible journey from his beginnings as a discretionary trader to becoming a successful …

In this article, we review realistic expectations from trading algorithmic systems through portfolios. We will describe what returns can be expected for different account sizes and different risk settings. The …