Essays · Operations Intelligence, AI and Quant
Hossein Narimani — Writing
In-depth writing on quant system design, operational AI, SaaS architecture, custom AI agents and founder execution systems.
OHLCV Data Quality Checks: What to Validate Before Backtesting or Trading
Most backtests do not fail because of the model. They fail because of the data.If your OHLCV feed is incomplete, inconsistent, or retrospectively altered, a profitable strategy may be nothing more than a well-formatted illusion.What OHLCV Data Quality...
Read more →
What Makes an Automated Trading Strategy Good? Real Criteria Beyond a Beautiful Backtest
Most strategies that look excellent in a backtest were never designed to survive production.A trading bot is not good because its equity curve...
Read more →Common Mistakes in Market Regime Detection: Why Moving Average Crossovers Fail
Why Most Market Regime Detection Systems Fail in PracticeA quant team I worked with had built a Market Regime Detection system on a Moving Average...
Read more →
Can Quant Trading Strategies Be Trained From OHLCV Data Alone?
Most people asking "can you train a strategy on OHLCV data" are really asking something else: "can I train a model on past prices and make money...
Read more →
Deep Learning Prediction Models for Stock OHLCV Data: A System Design Framework
The Real Problem: Why Deep Learning on OHLCV Data Usually DisappointsMost teams building deep learning models for stock prediction start with the...
Read more →