“Most back testing frameworks model slippage. It is worth knowing what it is. Slippage is an important component of market simulation In order for strategy back tests to be realistic we need to accurately simulate transaction costs. Transaction costs include … Continue reading →

“Many people assume that all members of the Russell 3000 are “safe”. I didn’t fully believe him because all the stocks were drawn from a list of the 3000 largest publicly traded companies in the US, the Russell 3000. But … Continue reading →