Costful Trading
Learn how to incorporate trading execution costs into your test. Learn techniques in cost and alpha analysis for quant trading with efficient code. Full paper available for all readers. Access to code and code files require purchase.
Costful Trading
FREE PREVIEWCostful Trading (w Code)
Code Files (Runnable Python Scripts and Config Files)
Demystifying Ostrich Traders who Bury Their Heads in the Sand.