October 4, 2026 · 10 min
EN
Quant Developer & Researcher
Elena Novak
Amsterdam, Netherlands·Europe
Elena builds and researches factor-based and rule-based strategies at Kvants, spanning crypto and equities. She cares about data quality and reproducibility, and about making research portable between a backtest and a live chart.
factor modelsdata qualitycrypto researchpine script
Articles by Elena
September 29, 2026 · 12 min
Moving Average Crossover Strategy: Rules, Filters, and Backtesting
September 24, 2026 · 10 min
What Is a Good Risk-Reward Ratio in Trading?
September 19, 2026 · 11 min
How to Choose Backtesting Software: A Strategy-First Checklist
September 14, 2026 · 11 min
Stop Loss Placement: A Rule-Based Trading Workflow
September 8, 2026 · 10 min
Trading Journal Sample Size: When Is a Pattern Actionable?
September 2, 2026 · 12 min
Trading Strategy Stress Test: A Failure-First Workflow
August 28, 2026 · 10 min
Portfolio Heat in Trading: How to Control Total Open Risk
August 23, 2026 · 10 min
How to Stop Revenge Trading With Process Rules
August 18, 2026 · 11 min
Profit Factor in Trading: Formula, Interpretation, and Limits
August 15, 2026 · 23 min
10 Best AI Trading Strategy Builders in 2026
August 14, 2026 · 9 min
Maximum Drawdown in Trading: Calculation and Risk Limits
August 12, 2026 · 9 min
What Is Kvants Studio? A Complete Guide to the AI Quant Strategy Platform
August 12, 2026 · 11 min
AI Trading Agent: A Risk-Control Framework for Traders
August 7, 2026 · 11 min
Trading Losing Streak: Variance, Execution, or Strategy Failure?
August 3, 2026 · 11 min
Position Sizing in Trading: A Risk-First Workflow
July 29, 2026 · 11 min
No-Code vs Coded Backtesting: Which Workflow Fits Your Strategy?
July 27, 2026 · 10 min
How to Avoid False Breakouts: Confirmation Rules You Can Test
July 25, 2026 · 9 min