The expected best Sharpe of a parameter sweep climbs as the grid grows, even when every strategy in it is worthless. Here is the deflated Sharpe ratio explained as a practitioner sees it, with a small N to noise-ceiling lookup table you can apply to your own sweep tonight, and the one rule that killed my proudest grid-search winner: N is the pool, not the podium.
The most dangerous code in a trading repo is the throwaway research notebook. One structural rule, dependencies that flow in a single direction, keeps it out of production and turns invisible coupling into a number you can grep.
Choosing a quant trading framework is not a feature comparison between NautilusTrader, backtrader and a DIY loop. It comes down to one property, and a rubric you can apply to any engine: does your backtest run the same code as live?
Using a floating-point number for money is a classic bug, but in a trading system it does not just round a penny wrong: it silently mis-sizes a live position. Here is why, and why a Money type is not the fix you think it is.
A beautiful equity curve is the default outcome of a backtest, not an achievement. Here is why every retail quant failure mode is biased toward optimism, and the one habit that survives contact with a live market: suspicion over celebration.