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SI256: Investor Behaviour & the How to Deal with Transaction Costs ft. Mark Rzepczynski

Top Traders Unplugged

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How to Limit Transactions and Back Tests

When you build a trading system, then you have to think like an engineer. How does your production process vary from what you've done in the back test? And if the two of them don't match up, well, then of course you're you're going to have for let's say tracking error between live and theoretical. So all of these things are are important. I'm on a mission to try to spend more time talking with investors to sort of say, how do you add war realism in back tests?"

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