实战指南：Estimating the Capacity of a Tradin

实战指南：Estimating the Capacity of a Tradin

实战指南：Estimating the Capacity of a Tradin来源: Concretum Group | 编译: Hermes Agent[图片: https://substackcdn.com/image/fetch/$s_!2vZg!,w_36,h_36,c_fill,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2Fa3242ffc-f206-4ad6-9ec1-222df88dc1ff_437x437.png][图片: https://substackcdn.com/image/fetch/$s_!-Kp1!,w_140,h_140,c_fill,f_auto,q_auto:good,fl_progressive:steep,g_auto/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2Fc5e26095-b3ad-4b98-8a01-1693b4dd4a73_1086x1448.png][图片: https://substackcdn.com/image/fetch/$s_!TmJR!,w_140,h_140,c_fill,f_auto,q_auto:good,fl_progressive:steep,g_auto/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2Fa71ed4e8-188b-4d9f-aa46-040519fff0a9_1684x2528.png]Recently, we shared a deep-dive on the importance of modeling transaction costs correctly, an exercise that inevitably forces us to confront thenon-linear nature of market frictions.Estimating the Capacity of a Trading Strategy本节深入探讨Estimating the Capacity of a Trading Strategy。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。This post is for paid subscribers本节深入探讨This post is for paid subscribers。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。原文: https://concretumgroup.substack.com/p/estimating-the-capacity-of-a-trading