Markets
What is 'probability of backtest overfitting,' and how is it actually measured?
A diagnostic built to answer one question a good Sharpe ratio can't: how much of a backtested strategy's performance is signal, and how much is the number of…
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Markets
Markets coverage from UZU NEWS.
Markets
Anatomy of a bid-ask spread: where the pennies go
A spread decomposes into processing cost, inventory risk and adverse selection — and each component behaves differently when markets speed up.
Markets
What does trading volume measure, and what doesn't it tell you?
Volume counts transactions, not conviction — and the modern tape's count includes flows that carry no opinion at all.
Markets
What does after-hours trading actually cost?
Extended sessions run on thinner books, and the measurable cost shows up in spreads, depth and fill quality — not in headline prices.
Markets
What actually happens to a stock when its index adds it?
Inclusion effects are measurable around the announcement and the effective date — and the two windows tell different stories.