For those of you who run quant strategies, what are some questions that allocators should be asking, but aren't? Retweets from those in the quant community are appreciated. Not sure how wide my reach is here.
Replying to @InstAllocator
Hopefully most allocators ask this already but: how are you optimizing the strategy for execution quality and cost, and to what extent do you think these optimizations bite into potential returns? Alpha is uncertain but trading costs are not
11:14 AM - 25 Jul 2021
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