FLO Trading · Strategy Lab

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Capital Fees (bps/side)

Allow short selling Fill at next day's open Dividend-adjusted prices

Out-of-sample splitoff

Last part of history is held out: Fourier and optimizer only see the in-sample part.

AmplitudeRed-noise 1/f^αCrossover filter |H|

Sharpe ratio of every fast/slow pair on the in-sample data. Click a cell to apply it. Beware: the best cell is usually overfit.