Corrections Policy

We're committed to accuracy and transparency. This page explains how we handle errors, corrections, and maintain quality standards.

Our Commitment to Accuracy

QuantEngines is built on the principle that accurate, reliable information is essential for informed trading decisions. We employ multiple verification processes to ensure our strategies, backtests, and supporting research are accurate and properly disclosed.

However, we recognize that errors can occur. This policy outlines how we identify, correct, and communicate such errors.

Types of Errors We Track

Data Errors

Incorrect historical OHLC data
Incorrect dividend/split adjustments
Missing trading days
Data quality issues affecting backtests

Calculation Errors

Incorrect Sharpe ratio computation
Wrong win rate calculation
Maximum drawdown miscalculation
Incorrect average return reporting

Parameter Errors

Incorrect default strategy parameters
Parameter range mistakes
Implementation inconsistencies
Formula mismatches with academic sources

Content Errors

Incorrect research citations
Typos or confusing language
Broken links to academic sources
Misleading descriptions

Correction Process

Error Detection & Verification

Errors are identified either through our internal validation processes or external reports. We immediately verify the error by:

• Re-running backtests with current data
• Cross-checking calculations independently
• Consulting original research papers
• Testing edge cases and parameter ranges

Assessment & Severity Rating

Errors are classified by severity:

Critical: Affects trading decisions or safety (corrected immediately, public notice issued)
Major: Materially affects strategy performance (corrected within 24 hours)
Minor: Typo or non-essential information (corrected within 1 week)

Correction Implementation

Once verified, the error is corrected in the system. All affected data, strategies, and pages are updated. Updated backtests are re-run to ensure consistency.

Transparent Communication

For critical and major errors, we issue a public correction notice explaining:

• What the error was
• Why it occurred
• How it's been corrected
• What changed as a result

Post-Correction Review

We review our processes to prevent similar errors. Documentation is updated, and team knowledge bases reflect lessons learned.

Found an Error? Report It

We welcome error reports from our users. If you find something that seems incorrect, please report it to us immediately.

Email: errors@quantengines.com

Please include: what error you found, where you found it, what the correct information should be, and any relevant sources.

We will acknowledge receipt of your report within 24 hours and keep you updated on our investigation.

Our Transparency Commitments

No hiding errors. We maintain a public corrections log of all critical and major errors with their resolution.

Clear methodology. All backtesting parameters, assumptions, and limitations are disclosed openly.

Academic rigor. We cite peer-reviewed research and can be challenged on our methodologies.

Continuous improvement. We actively seek feedback and update our processes based on identified gaps.

Disclosure first. All limitations, edge cases, and risk factors are explained upfront, not hidden in small print.

Important Disclaimer

While we strive for accuracy, this corrections policy does not eliminate the inherent risks of trading. Historical performance, even when accurately reported, does not guarantee future results. Always use independent verification, proper risk management, and consult financial advisors before trading with real capital.