Every quant developer knows the feeling: you write an algorithmic strategy, run it against a basic backtesting script, and the equity curve looks like a flawless, vertical rocket ship. You feel like a market genius. But then you deploy that exact same strategy against a high-fidelity system—or ...
Source: [Dev.to](https://dev.to/mountek/defensive-algo-design-error-handling-backtesting-and-mitigating-simulated-slippage-371p)