Articles

All BadRock articles

Materials about strategy selection, report reading, risk management, optimization, and safe terminal launch.

Showing 25 of 25 quantitative guides

3 minHow to choose a trading strategy for algorithmic launch

Review market conditions, timeframe, risk, and launch purpose before sending a preset to Terminal.

3 minHow to read a backtest before launching a strategy

PnL alone is not enough. Review trades, drawdown, stability, and sample quality.

3 minHow to launch a strategy safely in the live terminal

A pre-launch checklist: keys, exchange, risk, leverage, stop, position size, and sync status.

4 minRisk rules: stops, limits, and drawdown control

How to think about position size, stop risk, daily drawdown, and limits before live trading.

3 minHow much capital do you need to start algorithmic trading

Estimate starting capital through risk, minimum orders, fees, and acceptable drawdown.

3 minHow to reduce drawdown when running strategies

Practical ways to reduce risk: limits, filters, smaller load, pauses, and re-optimization.

3 minWhen should you re-optimize a strategy

Signs that old parameters are outdated: volatility, drawdown, trade frequency, or entry quality changed.

3 minHow to connect exchange API keys safely

What permissions Terminal needs, why withdrawal access is not required, and how to control access.

2 minWhat is the difference between presets and reports

A preset is a launch configuration. A report is a way to check quality and history.

4 minWhy one algorithm will not save a trading system

One logic is not supposed to work in every regime. A system must manage different strategies and shared risk.

3 minWhy correct analysis is not enough without process

Even a correct idea can become a bad trade without entry, exit, risk, and execution control.

4 minMarket regimes: how to account for them in Terminal

Trend, range, compression, and expansion require different strategies, filters, and preset expectations.

3 minWhy we trust algorithms with part of the trading process

An algorithm does not predict the future, but it executes rules faster, more consistently, and with less emotion.

3 minHow to stop looking for the perfect strategy

You do not need a perfect strategy. You need clear logic, repeatable edge, and control over where it works.

3 minBacktest is not profit

A backtest shows how an idea behaved historically. Live results depend on execution, market, fees, and risk control.

4 minRisk management as the core of a trading system

A strategy may be strong, but without a shared risk layer Terminal becomes a set of dangerous launches.

3 minHow BadRock executes trades: entry, take profits, and stop

What to consider when choosing size, pair, and liquidity: market entry, limit take profits, and market stop.

4 minHow to choose timeframe and optimization period

Why the same algorithm can produce different results across timeframes and historical windows.

5 minComplete Upscale Integration Guide: 152 Markets, Sub-accounts, US Equities and Crypto Derivatives

Step-by-step guide to trading 152 markets on Upscale: from sub-account setup and $10,000 demo balance to US equities (AMD, NVDA, TSLA, AAPL) and crypto futures in BadRock Terminal.

6 minBollinger Grid Strategy: Volatility Corridor Mathematics and Adaptive Step

Deep dive into Bollinger Grid: how dynamic bands calculate price extremes, why static grids blow up during trends, and how adaptive spacing protects capital.

5 minQuant Scalp: Reading Order Book Depth and Instant Breakeven on 1m–5m Timeframes

Fast momentum scalping technique: detecting iceberg orders and dense limit walls on Bybit and Upscale, computing Risk/Reward, and locking breakeven immediately after TP1.

7 minRisk Management Mathematics: Position Sizing via ATR and Kelly Criterion

How quantitative funds compute entry sizing: the Kelly Criterion, volatility normalization through Average True Range (ATR), and drawdown circuit breakers.

8 minBadRock Strategy Optimizer: Genetic Algorithms, Walk-Forward Analysis and Overfitting Protection

Finding genuinely robust strategy parameters: genetic parameter search, out-of-sample Walk-Forward cross-validation, and discarding overfitted backtest curves.

6 minComplete Guide to Copytrading and Signals: Automated Execution, Sizing Multipliers and Slippage Protection

Step-by-step guide to BadRock signal copy: sizing multipliers for your equity, slippage guards, and automated breakeven transitions.

8 minFunding Rate Arbitrage: Earning 15–40% APR Through Delta-Neutral Spot and Perpetual Futures

Mathematics and practical implementation of delta-neutral funding arbitrage: holding spot against short perpetuals on Bybit, OKX, and Upscale.