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Quant Radio: Does Trend Following Still Work on Stocks?
The Quantopian Podcast
Understanding the Impact of Trading Costs and Efficient Strategies
This chapter explores how trading costs, such as commissions and market slippage, can erode profits, particularly for smaller accounts. It introduces a turnover control mechanism designed to enhance efficiency through strategic rebalancing, enabling smaller investors to trade more viably by reducing costs.
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Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode