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Quant Engineering/Market Data Pipelines/Chapter 1

Volume 01

Market Data Pipelines

  1. 01Lessons 1-2
Volume 1: Market Data Pipelines1/1
  1. 01Lessons 1-2

Chapter 01 of 01

Lessons 1-2

2 lessons22 min readingParts 2-4
  1. 01The Minute-Bar Ledger: What a NIFTY Options Backtest Actually ReadsSpot, futures, and options are three different datasets with three different coverage windows — inventory them before writing a line of strategy code, or the engine will lie to you politely.11 min read11 min read→
  2. 02Your Options Data Probably Only Has the Front Week — Audit Before You TrustMany retail-accessible options datasets contain each contract's final days only. The audit that detects it, and the feasibility classifier that tells you which strategies your data can honestly answer.11 min read11 min read→
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