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.
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 rises. It is good because its decision logic, execution, and risk controls remain coherent under real market...
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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...
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Look-Ahead Bias in Backtesting: How Future Data Silently Contaminates Your Strategy Test
If your strategy backtest is showing brilliant results, there's a good chance something is wrong. Not because the strategy is bad — but because...
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Why Profitable Backtests Fail in Production: The Hidden Gap Between Backtesting and Reality
Every quantitative researcher eventually encounters the same paradox. A strategy looks exceptional in backtesting, produces attractive...
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