Quant developers struggle to trust and maintain trading backtests
Quant developers and systematic traders build complex trading models, but the code can be brittle and historical data may contain errors or information unavailable at the time of a trade. That makes backtest results hard to trust, while LEAN users also lack a requested API for scheduling walk-forward optimization. The signals point to a research-reliability problem, though they do not show that every trader needs the same tool.
For independent quant developers and systematic traders. Mentioned from Mar 2023 to Aug 2026 on GitHub and Hacker News.
5 different people described this problem in 5 separate discussions.
- Indie fit
- 6.0/10
- Pain
- 5.6/10
- Frequency
- 6.5/10
- Willingness to pay
- 0.0/10
- Momentum
- 4.7/10
- Who pays
- Professionals
- Competition
- Medium
- Build difficulty
- Medium
What people said
Quoted word for word. Follow a link to read the whole discussion.
Second off, historical clean data is hard to get. It may or may not have splits in it or other things, so you may inadvertantly supply information from the future when playing back from the past. It's hard to get this right
seeknotfind on Hacker NewsJun 2024One thing I have found coding very complex financial models and trading systems is that they’re difficult and many times brittle, getting others to write code is time consuming and frustrating.
Build brief
See what to build and who will buy it
- 2 product ideas with the smallest useful version and pricing
- 4 places to find your first customers
- 3 more quotes from people who have this problem
- Current workarounds, existing solutions and risks