AI & Algo Trading

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The Capacity of Trading Strategies

blog.edarchimbaud.com

The Capacity of Trading Strategies

edarchimbaud
Sep 9, 2023
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Share this post

The Capacity of Trading Strategies

blog.edarchimbaud.com
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Original paper

SSRN-id2585399.pdf

Trading rules

  • Investment universe: Non-financial stocks from NYSE, Amex, and Nasdaq

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