September 10, 2026 · 11 min
DR
Systematic Strategy Researcher
Daniel Reyes
New York, United States·Americas
Daniel researches breakout and momentum strategies on the Kvants research desk. He focuses on turning discretionary chart setups into explicit, testable rules, and on modeling execution realistically so a backtest reflects what a strategy would actually do live.
breakout systemsmomentumexecution modelingbacktesting
Articles by Daniel
September 4, 2026 · 11 min
How to Stop FOMO Trading With Testable Entry Rules
August 30, 2026 · 10 min
How to Choose a Day Trading Platform for Your Strategy
August 25, 2026 · 11 min
How to Stop Overtrading With Rules You Can Test
August 20, 2026 · 11 min
Daily Trading Loss Limit: How to Set One From Strategy Data
August 12, 2026 · 11 min
How to Turn a Trading Idea Into Pine Script Without Writing Code: A Pine Script Generator Workflow
August 9, 2026 · 11 min
Fair Value Gap Backtesting: From Visual Setup to Testable Rules
August 4, 2026 · 11 min
Scaling Up Trading Size: A Controlled, Risk-First Plan
August 3, 2026 · 8 min
Look-Ahead Bias in Backtesting: How Future Data Leaks Into Results
July 31, 2026 · 10 min
Trading Expectancy: How to Calculate and Use It
July 26, 2026 · 9 min