Fills — OHLCVhttps://ohlcv.io/tags/fills/Quant trading research and writingHugoen-auWed, 27 May 2026 23:43:46 +1000Execution Simulation Fidelityhttps://ohlcv.io/posts/backtesting-pitfalls/03-execution-simulation-fidelity/Tue, 03 Feb 2026 00:00:00 +1100https://ohlcv.io/posts/backtesting-pitfalls/03-execution-simulation-fidelity/The most fundamental question in any backtest is deceptively simple: would this trade have been filled, and at what price?