Nicolae Filip Stanciu

My Life Marked by Neurodivergence

This will be an extremely personal article, as you can imagine, but I believe there are social stigmas that must be eliminated!

Walk-Forward Analysis: A Production-Ready Comparison of Three Validation Approaches

Introduction: The Overfitting Problem in Algorithmic Trading

Quant Research Best Practices: A Practical Guide to Robust Trading Strategies

What I learned in one year as a quant researcher for a startup hedge fund

Advanced Performance Metrics for Walk-Forward Analysis: A Production Validation Framework

Executive Summary

Hidden Markov Models for regime detection look simple until your backtest silently lies to you.

Validating Trading Strategies with Permuted Monte Carlo: A Practical Guide Using ROC Momentum

Understanding Statistical Significance in Quantitative Trading

Adaptive Trend-Following with FRAMA: A Walk-Forward Optimization Approach

Building Institutional-Grade Quantitative Strategies with Fractal Adaptive Moving Averages

Building a Production-Ready Minimum Spanning Tree Portfolio Strategy: A Network Theory Approach to…

How graph theory and network analysis can revolutionize portfolio construction while avoiding the pitfalls that destroy most quant…

The Backtest Is the Ceiling. Live Trading Is the Truth.

Are we wolves in sheep’s clothing?

My latest thoughts

# Why I Don’t Mind Leaving Madrid for Lisbon

Tonight, I leave.