Building a Mental Model for Quantitative AnalysisWelcome to the forum. Many new members struggle because they try to write code before under

Building a Mental Model for Quantitative AnalysisWelcome to the forum. Many new members struggle because they try to write code before understanding the data structures that underpin financial models. This post maps three core concepts to specific implementation details to help you build a solid foundation.Data as Objects, Not Just NumbersThe first mistake beginners make is treating financial data as a simple list of numbers. In reality, every price point is a structured object. It contains a timestamp, a price, a volume, and often metadata like bid/ask spreads. When you ignore the timestamp, you create synchronization errors. For example, if...