Bridging the Backtest-to-Live Gap

The "Backtest-to-Live Gap" is the most common reason quant strategies fail. A strategy that looks like a money printer in simulation often performs poorly when exposed to real market friction.

Why the Gap Exists

Several factors contribute to this discrepancy: Look-ahead bias, data mismatch, and execution latency.

AlphaSwarm's Solution: The Unified Runtime

AlphaSwarm solves this by providing a unified runtime. The same alphaswarm-core library handles both historical data replay and live data ingestion.

• Deterministic Replay: Our event-driven engine ensures that backtests are bit-perfect representations of past market states.
• Provider Abstraction: Switch from historical YFinance data to live Alpaca or Interactive Brokers streams with a single config change.