Blog

Notes on data, markets & infrastructure.

Research, engineering deep-dives and the occasional company update from the team building QXX.

Point-in-time data, and why backtests lie

Survivorship bias and silent restatements quietly inflate backtest returns. Here is how point-in-time data keeps research honest.

Saved queries with typed, filterable and parameterized columns turn ad-hoc SQL into shared, reliable datasets.

Ordering, replay, backfill and filtering are table stakes for real-time finance. Here are the tradeoffs behind the QXX stream.

On-chain is live today. Here is how we think about expanding to equities, FX, rates and derivatives on the same surface.

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