--parameters '{"fast_period": 10, "slow_period": 20}' ...
Universe: SPY, QQQ, IWM, EFA, TLT, IEF, GLD, SLV, USO, BTC-USD, DBA, VNQ. Monthly rebalance. Almgren-Chriss cost model with spread, temporary impact, permanent impact ...
Abstract: Particularly for Russell's Viper and Python, the increasing interactions between people and Indian rock reptiles make appropriate and early identification more crucial to assure public ...