Why Every Quant Developer Needs an Algorithmic Trading Strategy Post Mortem
Tue, Aug 18
|youtube.com/quantlabs
Join Bryan Downing live on Tuesday, Aug 18 ET at youtube.com/quantlabs for an in-depth algorithmic trading strategy post mortem. Learn why bots fail in production and how to build predictable, high-Sharpe trading systems.
Time & Location
Aug 18, 2026, 7:00 PM – 11:00 PM
youtube.com/quantlabs
About the event
Why Every Quant Developer Needs an Algorithmic Trading Strategy Post Mortem
Most automated trading systems do not fail because the math is wrong. They fail because of hidden execution bugs, unrealistic liquidity assumptions, and data pipeline breaks.
Running a systematic algorithmic trading strategy post mortem is the only reliable way to diagnose why a backtest showed high Sharpe ratios while live production capital bled out.
On Tuesday, August 7 at 8:00 PM ET, Bryan Downing is hosting a live, code-level webinar on youtube.com/quantlabs focused on dissecting real-world trading bot failures and filtering out the rare, predictable strategies that actually survive live market conditions.
If you are tired of curve-fitted backtests and want an unfiltered look at what it takes to run profitable systematic bots, this session is for you.
LIVE WEBINAR AGENDA
┌─────────────────────────────────────────────────────────────────────────────────┐
│ 1. The $18,500 Production Autopsy (WTI Crude Case Study) │
│ 2. The 408-Strategy Stress Test: Liquidity & Slippage Filte…