Preview of The Alpha Report:
Since the last two months, we discussed programming our database service, building an efficient backtester, recognising friction in our trading and came round to discussing order execution.
We intend to further discuss on order execution and reducing trading costs - and then talk about building diagnostics for a trading strategy.
This will bring us full circle in terms of building out a decently solid toolkit for a live quantitative trading system. We will discuss bringing these tools together and integrating it into a live execution. Afterwards, we will be looking at market research.
Alpha Report of The Week: (for paid readers)