HangukQuant Research

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HangukQuant Research
HangukQuant Research
Costful Trading (w Code)

Costful Trading (w Code)

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HangukQuant
Sep 28, 2022
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HangukQuant Research
HangukQuant Research
Costful Trading (w Code)
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A few days ago, I shared a paper with all readers on trading with costs and how to overcome them. Link here:

HangukQuant’s Newsletter
Costful Trading (MUST READ!!)
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3 years ago · 1 like · HangukQuant

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:

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