People are saying I am not posting enough finance content. FINE. Once you have decent alphas a lot of the skill in running a systematic strategy is reducing turnover. Alpha is unknown but trading costs are certain. Keep trading to the minimum needed to monetise your alpha.
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Replying to @macrocephalopod
This was the major failing of the last place I worked at. Alphas were fine, but CIO hated optimizers so turnover was like 30% a day or something absurd.
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