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This Blog is Systematic: Fast but not furious: Do fast trading rules actually cost a lot to trade?
https://qoppac.blogspot.com/2023/02/fast-but-not-furious-do-fast-trading.html
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costs
trend following
momentum
portfolio optimization
trading speed
pysystemtrade
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This is the second post in a series I'm doing about whether I can trade faster strategies than I currently do, without being destroyed by hi...
