Defensive Algo Design: Error Handling, Backtesting, and Mitigating Simulated Slippage
Every quant developer knows the feeling: you write an algorithmic strategy, run it against a basic backtesting script, and the equity curve looks like…
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Trading fee calculator that shows costs in R (units of risk)
Most trading fee calculators show you two numbers: the dollar amount and the percentage of notional. Both are correct. Neither is useful. Here's the p…