Research Methods
Implementation & Costs
Trace turnover, execution assumptions, fees and the difference between a method illustration and a tradable process.
Implementation & Costs
Implementation & Costs
Implementation & Costs
Turnover and One-Way Costs: Count Every Change Once
Define a directional turnover proxy, handle reversals and roll legs, and translate explicit one-way cost assumptions into a budget.
Slippage and Execution Assumptions: Name the Benchmark
A fictional order-book walkthrough showing spread, depth, partial fills and why reference prices do not establish executable fills.
Reproducible Method Comparisons Without Performance Claims
Freeze inputs, timing and tie rules to compare three deterministic directional methods with a two-observation lag and a turnover proxy.