Posts tagged 'transaction-costs'
Use a synthetic portfolio to check transaction-cost accounting and distinguish what ending returns, turnover, and maximum drawdown reveal.
Use hypothetical examples to examine loss paths and trading costs alongside returns, and interpret volatility, drawdown, Sharpe ratios, and turnover together.
Before comparing AI and ML models, fix a simple long/cash momentum baseline that will not change after you see the results. How to build the 12-month signal, monthly rebalancing, equal weighting, and trading-cost scenarios as reproducible Python code.
Forge Fate