Currently, I'm considering 1 basis point in slippage. In the next articles, I will try to add a study showing performance against varying levels of slippage.
Also, thanks for the suggestion about sensitivity analysis/parameter selection on a forward basis: that's in the pipeline! Cheers!
Currently, I'm considering 1 basis point in slippage. In the next articles, I will try to add a study showing performance against varying levels of slippage.
Also, thanks for the suggestion about sensitivity analysis/parameter selection on a forward basis: that's in the pipeline! Cheers!
Thanks, @ark!
Currently, I'm considering 1 basis point in slippage. In the next articles, I will try to add a study showing performance against varying levels of slippage.
Also, thanks for the suggestion about sensitivity analysis/parameter selection on a forward basis: that's in the pipeline! Cheers!