15 ms·
Hi, I'm the founder of Q. You're right about the turnover, though it is a multi-faceted trade-off. While increasing the trading frequency accelerates the accumu
by fawce 10y ago
Hi, I'm the founder of Q. You're right about the turnover, though it is a multi-faceted trade-off. While increasing the trading frequency accelerates the accumulation of data, it also increases drag from transaction costs and that tends to lower a strategy's capacity.
Here is a post and video that talks about many of the criteria we use to evaluate algorithms: https://www.quantopian.com/posts/how-to-get-an-allocation-writing-an-algorithm-for-the-quantopian-investment-management-team https://www.quantopian.com/posts/how-to-get-an-allocation-wr...