<?xml version="1.0" encoding="UTF-8"?><rss version="2.0"><channel><title>QuantCoin</title><description>Educational explainers on quant and algorithmic crypto trading for developers: backtesting, strategies, risk management, and Python tooling.</description><link>https://quantcoin.io/</link><item><title>The Python Tooling Stack for Crypto Quant Research</title><link>https://quantcoin.io/blogs/python-crypto-quant-stack/</link><guid isPermaLink="true">https://quantcoin.io/blogs/python-crypto-quant-stack/</guid><description>The Python libraries quant researchers use for crypto: data access, pandas wrangling, backtesting engines, and a reproducible research workflow.</description><pubDate>Wed, 22 Jul 2026 00:00:00 GMT</pubDate><category>python</category><category>tooling</category><category>backtesting</category><category>market-data</category></item><item><title>Position Sizing and Risk Management Basics</title><link>https://quantcoin.io/blogs/position-sizing-and-risk/</link><guid isPermaLink="true">https://quantcoin.io/blogs/position-sizing-and-risk/</guid><description>Survival comes before edge. How position sizing, drawdown math, and volatility targeting decide whether an account lives long enough to matter.</description><pubDate>Mon, 20 Jul 2026 00:00:00 GMT</pubDate><category>risk-management</category><category>position-sizing</category><category>getting-started</category></item><item><title>Momentum vs. Mean-Reversion, Explained</title><link>https://quantcoin.io/blogs/momentum-vs-mean-reversion/</link><guid isPermaLink="true">https://quantcoin.io/blogs/momentum-vs-mean-reversion/</guid><description>Two opposite bets about what price does next. What momentum and mean-reversion assume, the market regimes each needs, and how they fail.</description><pubDate>Sat, 18 Jul 2026 00:00:00 GMT</pubDate><category>strategies</category><category>momentum</category><category>mean-reversion</category><category>getting-started</category></item><item><title>What Backtesting Is, and Why Naive Backtests Lie</title><link>https://quantcoin.io/blogs/why-naive-backtests-lie/</link><guid isPermaLink="true">https://quantcoin.io/blogs/why-naive-backtests-lie/</guid><description>A backtest is a hypothesis test against the past. The biases — lookahead, survivorship, overfitting — that make naive backtests overstate results.</description><pubDate>Wed, 15 Jul 2026 00:00:00 GMT</pubDate><category>backtesting</category><category>getting-started</category><category>python</category></item></channel></rss>