Costful Trading (w Code)
A few days ago, I shared a paper with all readers on trading with costs and how to overcome them. Link here:
The review from our readers were good - if you had not seen that paper - please do! In the next coming posts, we talk about the execution part of it, and attempt to build an Order Executor. (this will be a larger topic and be experimented across multiple posts!)
We will also be looking to improve on the database service we implemented a month back - using NEW techniques that we have been discussing since that post. We are iteratively working towards building a better personal quant library toolkit!
The paper with code (and code files) can be accessed here if you are interested:
https://hangukquant.thinkific.com/courses/costful-trading
For paid readers here is your paper with code: