Quantitative Analyst

Sarah Whitfield

Chicago, United States·Americas

Sarah works on mean-reversion and relative-value ideas at Kvants, with a particular interest in market microstructure and honest validation. She writes about the difference between a strategy that fits history and one that holds up out of sample.

mean reversionmarket microstructurewalk-forward validationstocks

Articles by Sarah

September 12, 2026 · 10 min

Articles by Sarah

Supply and Demand Zone Backtesting: A Rule-Based Workflow

Slippage in Backtesting: How to Model Trading Costs

Trade Replay vs Backtesting: When to Use Each

Out-of-Sample Testing: A Practical Trading Workflow

How to Build a Trading Playbook From Testable Rules

Pre-Trade Checklist: Build Rules You Can Actually Use

Bull Flag Backtesting: Rules, Example, and Validation Workflow

Break-Even Win Rate: Formula, Costs, and Practical Use

Planned vs Realized R: How to Measure the Execution Gap

Static vs Trailing Drawdown: Which Rule Fits Your Strategy?

Relative Volume at Time: A Practical Guide to RVAT