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I am seeking institutional-grade methodology suggestions on validating a low-frequency, high-precision crypto trading strategy. Due to strict structural filtering, the strategy yields only about 20–30 trades per year (n≈25). Given this extremely small sample size, standard backtest metrics are highly prone to overfitting and data snooping. I am looking into advanced technique...

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I'm trying to reproduce CBOE's discontinued daily options summary feed's per-symbol skew field (norm_25d_skew_30, confirmed via the actual flat-file column header) using Thetadata as the historical options data source, and after several implementation attempts I'm still running consistently higher and noisier than the real CBOE values.

Target formula (confi...

I've been working on a crypto arbitrage bot for about a year. It's written in Rust and currently runs on an AWS server in Tokyo. I also tested Singapore, but Tokyo gave me better results.

After a lot of optimization, I've managed to get the time from receiving a market update to making a trading decision down to about 56 ms.

Now I'm wondering if I'm focusing on ...

I hate to ask questions that have been asked before. But I am afraid that this is one of them. I have searched the web for days now, read so many forum posts. But I can't find an answer. Most answers about historical intraday data were about sites that offer historical futures and options, but I don't need those (btw. why would you want to use options data, which is derived f...

How to compute (Miro)Strategy default probability based on STRC discount from 100$?

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