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AlphaTrader's avatar

Hi!

Would be great to see how your strategies would do if executed on close vs open (what you seem to do systematically). I think a lot of the edge would go away but there would also be less slippage.

I would love to see this as future post!

Keep up the good work

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Omid Heravi's avatar

Thanks for the post! Will we ever get access to the code? Plus what kind of momentum and volatility signals are you using? Any elaboration would be appreciated

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